+134.5%
PH vs BAH
-26.8%
+161.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +4.3% | +1.7% | +2.6% | +4.3% |
| 30D | +0.1% | +20.8% | -20.6% | -1.0% |
| 3M | -9.4% | +11.6% | -20.9% | -10.0% |
| 6M | +8.8% | +23.1% | -14.3% | +7.0% |
| YTD | +9.6% | +5.3% | +4.4% | +8.8% |
| 1Y | +14.4% | +6.1% | +8.3% | +13.4% |
| 3Y | +134.5% | -27.5% | +162.0% | +141.4% |
| All | +134.5% | -26.8% | +161.3% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling