-3.6%
SMR vs PH
+244.0%
-247.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +4.4% | -3.1% | +7.5% | +7.0% |
| 30D | +3.4% | -3.2% | +6.7% | +5.4% |
| 3M | -19.2% | +10.6% | -29.7% | -26.4% |
| 6M | -22.6% | -2.1% | -20.5% | -22.6% |
| YTD | -31.5% | +10.2% | -41.7% | -38.0% |
| 1Y | -73.1% | +28.2% | -101.3% | -78.9% |
| 3Y | +55.0% | +134.9% | -79.9% | -17.5% |
| All | -3.6% | +244.0% | -247.6% | -57.5% |
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