-46.2%
SE vs PH
+13.5%
-59.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.5% | +4.3% | -4.8% | -1.5% |
| 30D | -20.9% | +0.1% | -21.1% | -21.1% |
| 3M | -38.9% | -9.4% | -29.5% | -38.0% |
| 6M | -19.4% | +8.8% | -28.2% | -22.3% |
| YTD | -40.9% | +9.6% | -50.6% | -41.9% |
| 1Y | -46.2% | +14.4% | -60.6% | -46.3% |
| All | -46.2% | +13.5% | -59.6% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling