-0.3%
SPOT vs PH
+20.3%
-20.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +3.5% |
| 7D | +16.6% | -0.2% | +16.8% | +16.5% |
| 30D | +29.9% | -6.7% | +36.6% | +28.2% |
| 3M | +31.3% | -8.1% | +39.4% | +29.3% |
| 6M | +43.2% | +5.3% | +37.9% | +41.2% |
| YTD | +8.1% | +4.2% | +3.9% | +6.8% |
| 1Y | -0.3% | +19.3% | -19.7% | -3.0% |
| All | -0.3% | +20.3% | -20.6% | -3.0% |
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 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