+663.5%
PHM vs BAH
+198.8%
+464.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | +16.1% | +20.8% | -4.6% | +9.7% |
| 3M | -2.5% | +11.6% | -14.1% | -6.0% |
| 6M | +12.9% | +23.1% | -10.2% | +4.9% |
| YTD | +9.0% | +5.3% | +3.8% | +4.6% |
| 1Y | +8.2% | +6.1% | +2.0% | +3.2% |
| 3Y | +58.4% | -27.5% | +85.9% | +64.0% |
| 5Y | +159.2% | +6.2% | +153.0% | +123.1% |
| All | +663.5% | +198.8% | +464.7% | +389.4% |
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