+3,552.3%
ASX vs PH
+6,404.4%
-2,852.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.7% | -3.1% | +2.3% | +0.9% |
| 30D | +2.0% | -3.2% | +5.2% | +3.5% |
| 3M | -1.3% | +10.6% | -11.9% | -6.5% |
| 6M | +71.4% | -2.1% | +73.6% | +73.1% |
| YTD | +135.3% | +10.2% | +125.1% | +123.2% |
| 1Y | +267.5% | +28.2% | +239.3% | +220.0% |
| 3Y | +388.5% | +134.9% | +253.6% | +204.6% |
| 5Y | +417.1% | +253.6% | +163.5% | +157.3% |
| 10Y | +872.7% | +804.7% | +68.0% | +168.7% |
| All | +3,552.3% | +6,404.4% | -2,852.1% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling