+782.8%
PH vs CAH
+297.3%
+485.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -3.1% | -5.1% | +1.9% | -1.2% |
| 30D | -11.8% | -1.8% | -10.0% | -11.3% |
| 3M | +6.9% | +9.4% | -2.4% | +3.1% |
| 6M | -1.3% | +9.2% | -10.5% | -5.0% |
| YTD | +7.0% | +15.7% | -8.7% | +0.1% |
| 1Y | +23.1% | +59.7% | -36.6% | +0.3% |
| 3Y | +135.4% | +178.5% | -43.1% | +47.1% |
| 5Y | +250.3% | +398.3% | -147.9% | +65.2% |
| All | +782.8% | +297.3% | +485.6% | +297.1% |
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