+31.0%
F vs PH
+30.5%
+0.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +5.3% | -3.1% | +8.4% | +6.6% |
| 30D | +4.6% | -3.2% | +7.8% | +5.5% |
| 3M | -3.7% | +10.6% | -14.2% | -9.9% |
| 6M | +16.8% | -2.1% | +19.0% | +16.5% |
| YTD | +15.3% | +10.2% | +5.1% | +8.6% |
| 1Y | +31.0% | +28.2% | +2.8% | +15.4% |
| All | +31.0% | +30.5% | +0.5% | +15.4% |
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