+2,288.5%
PHM vs BAH
+1,074.5%
+1,213.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | +3.5% | -1.5% | +5.0% | +4.1% |
| 30D | +21.2% | +17.3% | +3.9% | +14.8% |
| 3M | +2.5% | +14.9% | -12.4% | -2.7% |
| 6M | +16.1% | +14.2% | +1.8% | +9.6% |
| YTD | +16.6% | +5.1% | +11.5% | +11.3% |
| 1Y | +14.4% | +2.1% | +12.3% | +10.1% |
| 3Y | +71.9% | -26.0% | +97.9% | +77.2% |
| 5Y | +174.3% | +9.0% | +165.4% | +136.0% |
| 10Y | +744.0% | +208.8% | +535.2% | +367.6% |
| All | +2,288.5% | +1,074.5% | +1,213.9% | +566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling