+365.7%
ALAB vs PH
+81.7%
+283.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.3% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | -13.6% | -10.8% | -2.8% | -3.7% |
| 3M | -16.6% | +8.5% | -25.1% | -22.4% |
| 6M | +142.3% | +3.9% | +138.4% | +132.1% |
| YTD | +73.6% | +9.4% | +64.2% | +56.8% |
| 1Y | +33.7% | +26.8% | +6.9% | +2.9% |
| All | +365.7% | +81.7% | +283.9% | +151.3% |
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