-41.3%
ALNY vs PH
+30.5%
-71.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +12.2% | -3.1% | +15.3% | +12.6% |
| 30D | +16.3% | -3.2% | +19.6% | +16.6% |
| 3M | -12.4% | +10.6% | -22.9% | -15.1% |
| 6M | -18.7% | -2.1% | -16.6% | -19.6% |
| YTD | -33.1% | +10.2% | -43.3% | -34.6% |
| 1Y | -41.3% | +28.2% | -69.6% | -42.4% |
| All | -41.3% | +30.5% | -71.8% | -42.4% |
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