-12.3%
PHM vs BAH
-26.7%
+14.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -3.9% | -1.3% | -2.5% | -3.7% |
| 30D | -8.6% | -6.6% | -1.9% | -7.8% |
| 3M | -2.9% | -7.2% | +4.2% | -2.4% |
| 6M | -5.7% | -10.0% | +4.3% | -5.1% |
| YTD | +1.9% | -12.5% | +14.3% | +1.0% |
| 1Y | -12.3% | -27.9% | +15.6% | -7.3% |
| All | -12.3% | -26.7% | +14.4% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling