+26.6%
BA vs PH
+737.8%
-711.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | 0.0% | +2.1% | -2.1% | -1.8% |
| 30D | -8.9% | +0.3% | -9.2% | -9.7% |
| 3M | -25.5% | -8.8% | -16.7% | -20.8% |
| 6M | -27.0% | +10.0% | -37.0% | -33.2% |
| YTD | -20.1% | +10.5% | -30.6% | -28.1% |
| 1Y | -11.0% | +15.5% | -26.5% | -22.8% |
| 3Y | -11.8% | +136.4% | -148.2% | -59.4% |
| 5Y | -20.6% | +213.6% | -234.2% | -72.4% |
| 10Y | +26.6% | +713.9% | -687.3% | -78.6% |
| All | +26.6% | +737.8% | -711.2% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling