-3.5%
F vs PH
+16.8%
-20.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -2.1% | +6.9% | -9.0% | -4.2% |
| 30D | +3.3% | +1.7% | +1.6% | +2.5% |
| 3M | -11.3% | -8.1% | -3.2% | -8.6% |
| 6M | +5.3% | +11.5% | -6.2% | -2.2% |
| YTD | -2.2% | +11.4% | -13.6% | -9.6% |
| 1Y | -3.5% | +14.1% | -17.6% | -12.9% |
| All | -3.5% | +16.8% | -20.4% | -12.9% |
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