+692.1%
PHM vs BAH
+211.3%
+480.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.8% | -1.6% | -3.2% | -4.3% |
| 30D | +16.5% | +18.0% | -1.5% | +10.8% |
| 3M | -2.0% | +11.4% | -13.4% | -5.5% |
| 6M | +12.7% | +17.7% | -5.0% | +6.1% |
| YTD | +11.2% | +5.4% | +5.8% | +6.6% |
| 1Y | +7.7% | +2.8% | +5.0% | +4.0% |
| 3Y | +60.9% | -26.7% | +87.6% | +65.8% |
| 5Y | +167.7% | +8.1% | +159.6% | +128.7% |
| 10Y | +692.1% | +202.5% | +489.6% | +402.7% |
| All | +692.1% | +211.3% | +480.8% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling