+15.5%
PH vs BAH
+2.9%
+12.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +1.0% |
| 7D | +2.1% | +0.5% | +1.7% | +2.2% |
| 30D | +0.3% | +18.2% | -18.0% | +1.3% |
| 3M | -8.8% | +13.1% | -21.9% | -8.0% |
| 6M | +10.0% | +15.2% | -5.1% | +11.5% |
| YTD | +10.5% | +6.0% | +4.5% | +9.4% |
| 1Y | +15.5% | +3.1% | +12.4% | +15.3% |
| All | +15.5% | +2.9% | +12.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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