+452.1%
BTSG vs PHM
+20.9%
+431.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | -3.2% | +5.9% | +3.5% |
| 30D | -3.6% | -6.4% | +2.8% | -2.2% |
| 3M | +5.8% | +5.5% | +0.3% | +4.0% |
| 6M | +44.7% | -5.4% | +50.2% | +45.6% |
| YTD | +62.2% | +6.6% | +55.6% | +57.7% |
| 1Y | +152.1% | -8.8% | +160.9% | +154.6% |
| All | +452.1% | +20.9% | +431.2% | +438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling