+6.0%
SO vs PH
+13.5%
-7.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +4.3% | -3.0% | +1.5% |
| 30D | +4.7% | +0.1% | +4.6% | +4.7% |
| 3M | +1.7% | -9.4% | +11.1% | +1.8% |
| 6M | +2.2% | +8.8% | -6.6% | +1.9% |
| YTD | +10.0% | +9.6% | +0.3% | +10.5% |
| 1Y | +6.0% | +14.4% | -8.4% | +6.7% |
| All | +6.0% | +13.5% | -7.4% | +6.7% |
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