+216.0%
PH vs GH
+48.9%
+167.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +6.9% | -8.2% | +15.1% | +7.8% |
| 30D | +1.7% | -4.9% | +6.6% | +2.2% |
| 3M | -8.1% | -6.2% | -1.9% | -7.8% |
| 6M | +11.5% | +60.0% | -48.6% | +4.7% |
| YTD | +11.4% | +51.5% | -40.2% | +4.7% |
| 1Y | +14.1% | +58.4% | -44.3% | +6.6% |
| 3Y | +138.2% | +617.2% | -479.0% | +80.2% |
| 5Y | +216.0% | +47.0% | +169.0% | +154.6% |
| All | +216.0% | +48.9% | +167.1% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling