-26.4%
BA vs PH
+203.8%
-230.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +4.3% | -5.4% | -3.5% |
| 30D | -7.1% | +0.1% | -7.3% | -7.6% |
| 3M | -25.5% | -9.4% | -16.2% | -21.6% |
| 6M | -28.7% | +8.8% | -37.5% | -32.9% |
| YTD | -21.0% | +9.6% | -30.6% | -26.7% |
| 1Y | -11.9% | +14.4% | -26.3% | -20.4% |
| 3Y | -16.2% | +134.5% | -150.7% | -54.3% |
| All | -26.4% | +203.8% | -230.2% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling