+694.2%
PH vs CAH
+418.0%
+276.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +4.1% | +3.5% | +0.7% | +2.8% |
| 30D | -0.1% | +13.5% | -13.5% | -4.9% |
| 3M | -9.6% | +21.8% | -31.4% | -16.5% |
| 6M | +8.5% | +51.5% | -43.0% | -8.2% |
| YTD | +9.4% | +38.1% | -28.7% | -4.7% |
| 1Y | +14.2% | +37.7% | -23.5% | -0.4% |
| 3Y | +134.0% | +179.6% | -45.6% | +47.0% |
| 5Y | +203.8% | +504.9% | -301.2% | +31.1% |
| All | +694.2% | +418.0% | +276.2% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling