+157.3%
PHM vs SBAC
-44.9%
+202.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | -8.6% | +3.9% | -12.4% | -9.9% |
| 3M | -2.9% | -8.2% | +5.3% | 0.0% |
| 6M | -5.7% | -2.8% | -2.9% | -6.2% |
| YTD | +1.9% | -1.5% | +3.4% | +0.4% |
| 1Y | -12.3% | 0.0% | -12.3% | -14.4% |
| 3Y | +50.8% | -8.4% | +59.2% | +50.5% |
| 5Y | +157.3% | -43.5% | +200.8% | +209.4% |
| All | +157.3% | -44.9% | +202.2% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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