-22.9%
SPOT vs PH
+30.5%
-53.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -0.9% | -3.1% | +2.1% | -1.2% |
| 30D | +12.5% | -3.2% | +15.7% | +12.0% |
| 3M | +9.9% | +10.6% | -0.7% | +9.3% |
| 6M | +1.6% | -2.1% | +3.7% | +1.7% |
| YTD | -6.6% | +10.2% | -16.8% | -7.0% |
| 1Y | -22.9% | +28.2% | -51.2% | -24.6% |
| All | -22.9% | +30.5% | -53.4% | -24.6% |
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