+172.8%
ALAB vs PH
-2.4%
+175.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +10.0% | +9.9% |
| 7D | +7.2% | -3.1% | +10.3% | +9.9% |
| 30D | -2.5% | -3.2% | +0.7% | 0.0% |
| 3M | -13.3% | +10.6% | -23.9% | -18.3% |
| 6M | +172.8% | -2.1% | +175.0% | +174.5% |
| All | +172.8% | -2.4% | +175.3% | +174.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling