+153.3%
PH vs CART
+21.6%
+131.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | -3.2% | +12.6% | -15.9% | -4.5% |
| 3M | +10.6% | +23.1% | -12.5% | +8.1% |
| 6M | -2.1% | +39.5% | -41.7% | -6.2% |
| YTD | +10.2% | +13.5% | -3.4% | +8.3% |
| 1Y | +28.2% | +14.9% | +13.4% | +25.4% |
| All | +153.3% | +21.6% | +131.7% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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