-44.4%
FIX vs PH
-9.8%
-34.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.0% | -9.6% | -9.3% |
| 7D | -27.2% | -3.9% | -23.3% | -22.9% |
| 30D | -46.9% | -9.4% | -37.5% | -41.5% |
| 3M | -44.4% | -10.3% | -34.1% | -39.6% |
| All | -44.4% | -9.8% | -34.6% | -39.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling