+154.3%
PHM vs BAH
-2.8%
+157.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -2.5% | -4.3% | +1.9% | -1.6% |
| 30D | -9.7% | -4.5% | -5.2% | -8.8% |
| 3M | +2.2% | -7.6% | +9.8% | +3.6% |
| 6M | -5.7% | -10.6% | +4.9% | -4.1% |
| YTD | +2.8% | -12.6% | +15.4% | +4.1% |
| 1Y | -14.4% | -27.0% | +12.6% | -9.7% |
| 3Y | +52.2% | -31.5% | +83.7% | +54.6% |
| 5Y | +154.3% | -3.8% | +158.1% | +125.2% |
| All | +154.3% | -2.8% | +157.1% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling