+248.1%
HD vs PH
+700.5%
-452.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.2% |
| 7D | -0.5% | +7.4% | -7.8% | -3.5% |
| 30D | +18.5% | +0.5% | +18.0% | +17.6% |
| 3M | +2.2% | -10.2% | +12.4% | +6.4% |
| 6M | +13.8% | +8.9% | +4.9% | +8.4% |
| YTD | +3.4% | +9.7% | -6.3% | -2.1% |
| 1Y | -3.5% | +12.8% | -16.3% | -9.8% |
| 3Y | +29.0% | +134.6% | -105.6% | -15.9% |
| 5Y | +6.1% | +204.5% | -198.4% | -40.0% |
| All | +248.1% | +700.5% | -452.4% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling