+6.5%
FIX vs PH
+11.6%
-5.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.6% | +2.1% |
| 7D | -17.5% | +2.0% | -19.5% | -18.5% |
| 30D | -41.6% | -3.7% | -37.9% | -38.4% |
| 3M | -40.6% | -14.0% | -26.6% | -29.6% |
| 6M | -49.4% | +2.1% | -51.5% | -49.8% |
| YTD | +9.2% | +5.1% | +4.1% | +3.3% |
| 1Y | +6.5% | +10.9% | -4.5% | -2.7% |
| All | +6.5% | +11.6% | -5.2% | -2.7% |
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