-63.2%
SPCH vs PH
-1.2%
-62.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.7% | -3.9% | -2.4% |
| 7D | -13.4% | -0.2% | -13.2% | -12.4% |
| 30D | -39.6% | -6.7% | -32.9% | -32.4% |
| 3M | -1.4% | -8.1% | +6.7% | +11.6% |
| All | -63.2% | -1.2% | -62.0% | -60.4% |
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 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 · Available span rolling