+232.6%
PH vs S
-57.8%
+290.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +0.4% | -5.8% | +6.2% | +1.1% |
| 30D | -10.8% | -9.2% | -1.6% | -10.0% |
| 3M | +8.5% | +23.4% | -14.9% | +5.3% |
| 6M | +3.9% | +36.9% | -33.0% | -1.0% |
| YTD | +9.4% | +29.5% | -20.1% | +4.6% |
| 1Y | +26.8% | +5.4% | +21.4% | +24.1% |
| 3Y | +140.8% | +14.7% | +126.1% | +130.3% |
| 5Y | +253.8% | -71.5% | +325.3% | +260.9% |
| All | +232.6% | -57.8% | +290.4% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling