+170.9%
PHM vs BOXX
+18.5%
+152.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -5.0% | +0.1% | -5.0% | -5.1% |
| 30D | -8.4% | +0.3% | -8.8% | -9.0% |
| 3M | -4.4% | +1.0% | -5.5% | -6.6% |
| 6M | -3.7% | +1.9% | -5.7% | -7.9% |
| YTD | +1.3% | +2.7% | -1.4% | -4.9% |
| 1Y | -14.0% | +4.0% | -18.1% | -21.4% |
| 3Y | +48.1% | +14.7% | +33.5% | +48.5% |
| All | +170.9% | +18.5% | +152.5% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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