-8.8%
PHM vs BUD
+36.8%
-45.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | -6.4% | -5.7% | -0.8% | -3.0% |
| 3M | +5.5% | +3.1% | +2.4% | +3.1% |
| 6M | -5.4% | +7.9% | -13.3% | -10.8% |
| YTD | +6.6% | +27.3% | -20.7% | -10.3% |
| 1Y | -8.8% | +37.8% | -46.7% | -25.3% |
| All | -8.8% | +36.8% | -45.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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