+426.2%
BTSG vs PHM
+13.1%
+413.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.1% |
| 7D | -5.8% | -6.4% | +0.6% | -4.3% |
| 30D | 0.0% | -12.1% | +12.1% | +3.0% |
| 3M | -4.5% | -1.5% | -2.9% | -4.5% |
| 6M | +40.0% | -6.0% | +46.0% | +41.1% |
| YTD | +54.6% | -0.3% | +54.9% | +52.7% |
| 1Y | +106.1% | -13.3% | +119.5% | +110.7% |
| All | +426.2% | +13.1% | +413.1% | +421.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling