+147.4%
ADI vs PH
+137.6%
+9.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.3% | +5.4% |
| 7D | -4.4% | +3.0% | -7.5% | -6.3% |
| 30D | -2.8% | -0.6% | -2.2% | -2.4% |
| 3M | +1.5% | -10.7% | +12.3% | +10.1% |
| 6M | -4.7% | +9.1% | -13.8% | -11.1% |
| YTD | +46.8% | +9.5% | +37.3% | +35.8% |
| 1Y | +74.9% | +14.0% | +60.9% | +56.9% |
| 3Y | +147.4% | +138.9% | +8.6% | +26.0% |
| All | +147.4% | +137.6% | +9.9% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling