+291.3%
IR vs PH
+596.0%
-304.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.8% | -3.1% | +0.2% | -0.6% |
| 30D | -15.1% | -3.2% | -11.9% | -13.5% |
| 3M | +6.1% | +10.6% | -4.5% | -2.0% |
| 6M | -16.8% | -2.1% | -14.7% | -15.9% |
| YTD | -3.5% | +10.2% | -13.7% | -10.5% |
| 1Y | -3.5% | +28.2% | -31.7% | -20.1% |
| 3Y | +9.5% | +134.9% | -125.4% | -42.8% |
| 5Y | +45.1% | +253.6% | -208.6% | -44.1% |
| All | +291.3% | +596.0% | -304.7% | -11.3% |
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