-21.9%
BA vs PH
+208.5%
-230.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -3.0% |
| 7D | -1.7% | +3.0% | -4.8% | -3.6% |
| 30D | -9.5% | -0.6% | -8.8% | -9.5% |
| 3M | -26.5% | -10.7% | -15.7% | -21.9% |
| 6M | -27.4% | +9.1% | -36.4% | -31.7% |
| YTD | -20.6% | +9.5% | -30.1% | -26.2% |
| 1Y | -11.4% | +14.0% | -25.5% | -19.8% |
| 3Y | -10.8% | +138.9% | -149.7% | -51.8% |
| 5Y | -21.9% | +209.1% | -231.1% | -67.2% |
| All | -21.9% | +208.5% | -230.4% | -67.2% |
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