-37.9%
NBIS vs PH
+9.3%
-47.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -1.5% | -15.3% | -15.4% |
| 7D | +6.9% | +7.4% | -0.5% | +1.6% |
| 30D | -37.8% | +0.5% | -38.3% | -37.6% |
| 3M | -50.4% | -10.2% | -40.1% | -47.6% |
| All | -37.9% | +9.3% | -47.3% | -35.4% |
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