+2,082.8%
PHM vs BAH
+886.2%
+1,196.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -3.2% | -3.2% | +0.1% | -2.1% |
| 30D | -6.4% | +2.0% | -8.4% | -7.2% |
| 3M | +5.5% | -7.6% | +13.1% | +7.7% |
| 6M | -5.4% | -5.7% | +0.2% | -5.0% |
| YTD | +6.6% | -11.7% | +18.3% | +8.3% |
| 1Y | -8.8% | -27.4% | +18.5% | -1.1% |
| 3Y | +54.1% | -32.5% | +86.7% | +63.3% |
| 5Y | +144.5% | -3.3% | +147.8% | +118.0% |
| 10Y | +569.4% | +186.0% | +383.4% | +278.0% |
| All | +2,082.8% | +886.2% | +1,196.6% | +548.8% |
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