-13.6%
SOUN vs PH
+267.8%
-281.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -13.1% | -10.3% | -2.8% | -3.7% |
| 3M | -7.7% | +5.1% | -12.8% | -12.5% |
| 6M | -21.2% | +2.3% | -23.5% | -25.4% |
| YTD | -35.0% | +8.7% | -43.7% | -42.7% |
| 1Y | -56.4% | +26.8% | -83.1% | -68.2% |
| 3Y | +181.7% | +139.2% | +42.6% | +8.1% |
| All | -13.6% | +267.8% | -281.4% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling