+456.7%
AXTI vs PH
+20.3%
+436.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.7% | -3.7% | -4.1% |
| 7D | -26.2% | -0.2% | -26.0% | -26.0% |
| 30D | -45.1% | -6.7% | -38.4% | -41.4% |
| 3M | -27.2% | -8.1% | -19.0% | -20.2% |
| 6M | -55.2% | +5.3% | -60.5% | -52.5% |
| YTD | +190.8% | +4.2% | +186.6% | +231.4% |
| 1Y | +456.7% | +19.3% | +437.3% | +559.6% |
| All | +456.7% | +20.3% | +436.4% | +559.6% |
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