+1,347.4%
PH vs INDA
+122.4%
+1,225.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +6.9% | +3.1% | +3.8% | +4.9% |
| 30D | +1.7% | +11.3% | -9.6% | -5.2% |
| 3M | -8.1% | +3.0% | -11.1% | -10.0% |
| 6M | +11.5% | +6.5% | +4.9% | +6.8% |
| YTD | +11.4% | -4.6% | +15.9% | +14.2% |
| 1Y | +14.1% | -5.8% | +19.9% | +17.9% |
| 3Y | +138.2% | +16.8% | +121.4% | +113.0% |
| 5Y | +216.0% | +10.4% | +205.6% | +193.5% |
| 10Y | +710.0% | +116.8% | +593.1% | +400.3% |
| All | +1,347.4% | +122.4% | +1,225.0% | +751.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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