-19.8%
HD vs PH
+30.5%
-50.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | -3.1% | +1.0% | -1.0% |
| 30D | -8.4% | -3.2% | -5.2% | -7.5% |
| 3M | +4.3% | +10.6% | -6.2% | -0.3% |
| 6M | -11.1% | -2.1% | -9.0% | -11.7% |
| YTD | -4.7% | +10.2% | -14.9% | -8.0% |
| 1Y | -19.8% | +28.2% | -48.0% | -24.2% |
| All | -19.8% | +30.5% | -50.3% | -24.2% |
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