-11.0%
BA vs PH
+14.9%
-25.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | 0.0% | +2.1% | -2.1% | -0.8% |
| 30D | -8.9% | +0.3% | -9.2% | -9.2% |
| 3M | -25.5% | -8.8% | -16.7% | -23.2% |
| 6M | -27.0% | +10.0% | -37.0% | -30.1% |
| YTD | -20.1% | +10.5% | -30.6% | -24.7% |
| 1Y | -11.0% | +15.5% | -26.5% | -18.4% |
| All | -11.0% | +14.9% | -25.9% | -18.4% |
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