-23.8%
SPOT vs PH
+25.3%
-49.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.9% |
| 7D | -3.1% | -1.3% | -1.8% | -3.2% |
| 30D | +7.4% | -11.0% | +18.4% | +6.2% |
| 3M | +8.2% | +5.5% | +2.7% | +7.6% |
| 6M | +2.2% | +1.5% | +0.7% | +1.9% |
| YTD | -9.5% | +8.8% | -18.2% | -10.1% |
| 1Y | -23.8% | +24.5% | -48.3% | -25.5% |
| All | -23.8% | +25.3% | -49.2% | -25.5% |
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