+33.2%
BE vs PH
+14.9%
+18.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -5.5% |
| 7D | -13.4% | +2.1% | -15.5% | -15.1% |
| 30D | -33.9% | +0.3% | -34.2% | -33.7% |
| 3M | -12.0% | -8.8% | -3.2% | -1.9% |
| 6M | -29.0% | +10.0% | -39.0% | -34.8% |
| YTD | +113.4% | +10.5% | +102.9% | +82.1% |
| 1Y | +33.2% | +15.5% | +17.7% | +11.5% |
| All | +33.2% | +14.9% | +18.3% | +11.5% |
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