+1.2%
SO vs PH
+26.9%
-25.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -3.2% | -10.8% | +7.6% | -3.3% |
| 3M | -1.7% | +8.5% | -10.2% | -1.5% |
| 6M | -7.2% | +3.9% | -11.1% | -7.1% |
| YTD | +4.6% | +9.4% | -4.9% | +5.4% |
| 1Y | +1.2% | +26.8% | -25.6% | +4.6% |
| All | +1.2% | +26.9% | -25.7% | +4.6% |
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 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