+117.9%
BTSG vs PHM
+16.2%
+101.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.2% | -1.0% |
| 7D | +17.4% | +13.6% | +3.8% | +15.0% |
| 30D | +12.6% | +19.3% | -6.7% | +9.3% |
| 3M | +11.2% | +3.5% | +7.7% | +11.0% |
| 6M | +30.4% | +18.6% | +11.8% | +25.8% |
| YTD | +86.4% | +16.7% | +69.7% | +77.4% |
| 1Y | +117.9% | +14.6% | +103.3% | +106.4% |
| All | +117.9% | +16.2% | +101.7% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling