-13.6%
PHR vs SPY
+78.7%
-92.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -0.7% | +3.3% | -4.0% | -4.1% |
| 30D | +17.4% | -2.7% | +20.1% | +20.7% |
| 3M | +2.9% | -1.7% | +4.7% | +4.7% |
| 6M | +31.3% | +3.1% | +28.2% | +26.5% |
| YTD | -25.4% | +11.9% | -37.3% | -34.7% |
| 1Y | -45.5% | +12.0% | -57.5% | -52.3% |
| All | -13.6% | +78.7% | -92.3% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling