+54.8%
ON vs PH
+30.5%
+24.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +2.4% | -3.1% | +5.5% | +5.0% |
| 30D | -3.3% | -3.2% | 0.0% | -1.0% |
| 3M | -43.6% | +10.6% | -54.2% | -47.4% |
| 6M | +19.0% | -2.1% | +21.1% | +19.2% |
| YTD | +37.4% | +10.2% | +27.2% | +28.5% |
| 1Y | +54.8% | +28.2% | +26.5% | +31.9% |
| All | +54.8% | +30.5% | +24.3% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling