+33,321.4%
HD vs PH
+24,008.7%
+9,312.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -3.0% |
| 7D | +4.3% | +2.0% | +2.3% | +3.3% |
| 30D | +20.2% | -3.7% | +23.9% | +21.4% |
| 3M | -1.0% | -14.0% | +13.0% | +4.7% |
| 6M | +7.9% | +2.1% | +5.8% | +5.9% |
| YTD | +2.0% | +5.1% | -3.1% | -1.4% |
| 1Y | -4.3% | +10.9% | -15.2% | -9.5% |
| 3Y | +25.9% | +132.9% | -107.0% | -15.0% |
| 5Y | +5.8% | +200.1% | -194.3% | -36.8% |
| 10Y | +262.5% | +783.8% | -521.3% | +29.1% |
| All | +33,321.4% | +24,008.7% | +9,312.6% | +2,649.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling