+70.6%
ADI vs PH
+15.9%
+54.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -6.3% | +2.1% | -8.4% | -7.6% |
| 30D | -3.2% | +0.3% | -3.4% | -3.5% |
| 3M | +2.8% | -8.8% | +11.6% | +8.7% |
| 6M | -5.0% | +10.0% | -15.1% | -11.8% |
| YTD | +46.3% | +10.5% | +35.8% | +32.4% |
| All | +70.6% | +15.9% | +54.7% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling