+64.8%
BE vs PH
+16.8%
+48.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.8% | +12.2% | +12.0% |
| 7D | +4.5% | +6.9% | -2.4% | -3.1% |
| 30D | -20.1% | +1.7% | -21.8% | -21.1% |
| 3M | -0.8% | -8.1% | +7.3% | +10.0% |
| 6M | -26.2% | +11.5% | -37.7% | -33.6% |
| YTD | +141.1% | +11.4% | +129.7% | +97.0% |
| 1Y | +64.8% | +14.1% | +50.7% | +34.4% |
| All | +64.8% | +16.8% | +48.0% | +34.4% |
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