+6.7%
HD vs PH
+203.8%
-197.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +1.5% | +4.3% | -2.8% | -0.2% |
| 30D | +18.0% | +0.1% | +17.9% | +17.3% |
| 3M | +2.8% | -9.4% | +12.2% | +6.6% |
| 6M | +17.0% | +8.8% | +8.2% | +11.5% |
| YTD | +3.5% | +9.6% | -6.1% | -2.0% |
| 1Y | -2.6% | +14.4% | -17.0% | -9.5% |
| 3Y | +30.7% | +134.5% | -103.8% | -17.0% |
| All | +6.7% | +203.8% | -197.1% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling