+15.5%
PH vs COMP
+16.2%
-0.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +1.8% |
| 7D | +2.1% | +7.2% | -5.1% | +1.2% |
| 30D | +0.3% | +6.4% | -6.1% | -0.8% |
| 3M | -8.8% | -19.4% | +10.6% | -6.8% |
| 6M | +10.0% | +14.6% | -4.5% | +6.3% |
| YTD | +10.5% | -5.5% | +16.0% | +6.0% |
| 1Y | +15.5% | +13.7% | +1.9% | +8.1% |
| All | +15.5% | +16.2% | -0.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling