+0.4%
BX vs PHM
+158.6%
-158.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.6% | -4.1% | +4.7% | +3.1% |
| 30D | +14.2% | +16.1% | -1.9% | +4.7% |
| 3M | -18.7% | -2.5% | -16.2% | -17.7% |
| 6M | +2.5% | +12.9% | -10.4% | -5.5% |
| YTD | -18.8% | +9.0% | -27.8% | -24.9% |
| 1Y | -10.3% | +8.2% | -18.5% | -16.9% |
| 3Y | +35.4% | +58.4% | -23.1% | -9.2% |
| All | +0.4% | +158.6% | -158.2% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling