-85.3%
PHR vs SPY
+80.9%
-166.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.9% |
| 7D | -12.7% | -0.4% | -12.4% | -12.4% |
| 30D | -16.9% | -1.4% | -15.5% | -15.2% |
| 3M | +11.3% | +3.7% | +7.6% | +5.0% |
| 6M | -14.3% | +13.0% | -27.3% | -30.3% |
| YTD | -38.9% | +12.4% | -51.3% | -49.9% |
| 1Y | -61.1% | +18.5% | -79.6% | -70.6% |
| 3Y | -52.8% | +77.6% | -130.4% | -81.9% |
| All | -85.3% | +80.9% | -166.1% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling