-41.6%
ACHR vs PH
+252.1%
-293.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.7% |
| 7D | +4.9% | +0.4% | +4.5% | +4.5% |
| 30D | +4.3% | -10.8% | +15.1% | +14.6% |
| 3M | +1.7% | +8.5% | -6.7% | -6.5% |
| 6M | -6.9% | +3.9% | -10.8% | -12.5% |
| YTD | -22.5% | +9.4% | -31.9% | -30.5% |
| 1Y | -31.5% | +26.8% | -58.3% | -46.8% |
| 3Y | -14.4% | +140.8% | -155.2% | -62.2% |
| 5Y | -41.6% | +253.8% | -295.4% | -80.7% |
| All | -41.6% | +252.1% | -293.7% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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