+23,761.0%
PH vs CAH
+15,076.3%
+8,684.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -3.1% | +5.4% | -8.4% | -4.6% |
| 30D | -3.2% | +3.3% | -6.6% | -4.3% |
| 3M | +10.6% | +22.8% | -12.2% | +3.7% |
| 6M | -2.1% | +11.3% | -13.4% | -5.6% |
| YTD | +10.2% | +21.1% | -10.9% | +3.3% |
| 1Y | +28.2% | +67.2% | -39.0% | +8.3% |
| 3Y | +134.9% | +195.6% | -60.7% | +63.7% |
| 5Y | +253.6% | +413.8% | -160.2% | +106.2% |
| 10Y | +804.7% | +309.6% | +495.2% | +440.5% |
| All | +23,761.0% | +15,076.3% | +8,684.7% | +7,176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling