+141.2%
ADI vs PH
+252.1%
-110.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +2.4% | +0.4% | +2.1% | +2.2% |
| 30D | -6.6% | -10.8% | +4.2% | +0.9% |
| 3M | -9.8% | +8.5% | -18.3% | -15.1% |
| 6M | +15.7% | +3.9% | +11.7% | +11.7% |
| YTD | +35.1% | +9.4% | +25.7% | +25.8% |
| 1Y | +47.7% | +26.8% | +20.9% | +23.6% |
| 3Y | +114.5% | +140.8% | -26.3% | +15.5% |
| 5Y | +141.2% | +253.8% | -112.6% | -0.9% |
| All | +141.2% | +252.1% | -110.8% | -0.9% |
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