+365.7%
SE vs PH
+472.7%
-106.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -1.4% |
| 7D | +2.0% | +2.0% | 0.0% | +0.8% |
| 30D | -20.0% | -3.7% | -16.3% | -18.5% |
| 3M | -31.8% | -14.0% | -17.7% | -26.3% |
| 6M | -15.9% | +2.1% | -18.0% | -18.1% |
| YTD | -40.6% | +5.1% | -45.7% | -43.4% |
| 1Y | -50.7% | +10.9% | -61.6% | -54.6% |
| 3Y | +70.3% | +132.9% | -62.7% | +1.1% |
| 5Y | -78.8% | +200.1% | -278.9% | -89.1% |
| All | +365.7% | +472.7% | -106.9% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling