+13,071.1%
BLK vs PH
+4,849.1%
+8,222.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -3.1% | -10.8% | +7.7% | +2.7% |
| 3M | +10.7% | +8.5% | +2.2% | +5.6% |
| 6M | +15.9% | +3.9% | +12.0% | +12.5% |
| YTD | +4.0% | +9.4% | -5.4% | -1.6% |
| 1Y | +1.3% | +26.8% | -25.5% | -11.6% |
| 3Y | +69.6% | +140.8% | -71.2% | +4.2% |
| 5Y | +33.8% | +253.8% | -220.0% | -33.1% |
| 10Y | +276.2% | +792.3% | -516.2% | +12.1% |
| All | +13,071.1% | +4,849.1% | +8,222.0% | +2,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling