+967.7%
BX vs PHM
+519.6%
+448.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | -3.2% | -1.2% | -3.0% |
| 30D | +0.1% | -6.4% | +6.5% | +3.1% |
| 3M | +16.0% | +5.5% | +10.5% | +12.6% |
| 6M | +21.6% | -5.4% | +27.1% | +23.5% |
| YTD | -8.9% | +6.6% | -15.5% | -12.9% |
| 1Y | -16.6% | -8.8% | -7.8% | -14.7% |
| 3Y | +43.3% | +54.1% | -10.8% | +13.0% |
| 5Y | +25.7% | +144.5% | -118.8% | -20.1% |
| 10Y | +689.5% | +569.4% | +120.1% | +191.8% |
| All | +967.7% | +519.6% | +448.1% | +177.3% |
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