+620.2%
ADI vs PH
+700.2%
-80.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | +9.5% | +4.3% | +5.1% | +6.7% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | +4.7% | -9.4% | +14.1% | +11.3% |
| 6M | -7.4% | +8.8% | -16.2% | -12.3% |
| YTD | +48.1% | +9.6% | +38.4% | +39.2% |
| 1Y | +69.6% | +14.4% | +55.2% | +55.4% |
| 3Y | +144.4% | +134.5% | +9.8% | +44.2% |
| 5Y | +134.1% | +204.4% | -70.3% | +16.1% |
| All | +620.2% | +700.2% | -80.0% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling