+21.7%
MAR vs PH
+9.6%
+12.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | +1.8% | +7.4% | -5.6% | +0.4% |
| 30D | +14.3% | +0.5% | +13.8% | +13.9% |
| 3M | +20.0% | -10.2% | +30.3% | +20.5% |
| 6M | +21.7% | +8.9% | +12.8% | +17.9% |
| All | +21.7% | +9.6% | +12.2% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling