+27.2%
B vs PH
+11.6%
+15.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | -0.9% |
| 7D | +9.6% | +2.0% | +7.6% | +7.9% |
| 30D | +3.5% | -3.7% | +7.2% | +5.2% |
| 3M | -1.6% | -14.0% | +12.5% | +6.2% |
| 6M | -1.7% | +2.1% | -3.8% | -4.4% |
| YTD | -5.3% | +5.1% | -10.4% | -7.4% |
| 1Y | +27.2% | +10.9% | +16.3% | +23.5% |
| All | +27.2% | +11.6% | +15.6% | +23.5% |
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 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