-52.0%
SOUN vs PH
+271.1%
-323.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.5% | -6.4% | -6.5% |
| 7D | -15.5% | +7.4% | -22.9% | -21.2% |
| 30D | -26.2% | +0.5% | -26.7% | -27.5% |
| 3M | -51.4% | -10.2% | -41.1% | -46.9% |
| 6M | -55.3% | +8.9% | -64.2% | -60.2% |
| YTD | -63.9% | +9.7% | -73.6% | -69.0% |
| 1Y | -72.8% | +12.8% | -85.6% | -77.3% |
| 3Y | +101.1% | +134.6% | -33.5% | -22.6% |
| All | -52.0% | +271.1% | -323.1% | -84.0% |
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