+1,392.2%
PH vs BAH
+1,056.2%
+335.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +4.0% |
| 7D | +2.0% | -3.5% | +5.5% | +2.9% |
| 30D | -3.7% | +24.3% | -27.9% | -9.6% |
| 3M | -14.0% | +16.3% | -30.4% | -18.2% |
| 6M | +2.1% | +13.6% | -11.5% | -3.1% |
| YTD | +5.1% | +3.5% | +1.6% | +0.8% |
| 1Y | +10.9% | +2.7% | +8.2% | +6.5% |
| 3Y | +132.9% | -26.6% | +159.5% | +138.3% |
| 5Y | +200.1% | +8.5% | +191.6% | +162.7% |
| 10Y | +783.8% | +225.1% | +558.7% | +430.4% |
| All | +1,392.2% | +1,056.2% | +335.9% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling