+249.7%
SPOT vs PH
+135.6%
+114.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -2.6% | +7.4% | -9.9% | -4.0% |
| 30D | +13.5% | +0.5% | +13.0% | +13.0% |
| 3M | +22.2% | -10.2% | +32.5% | +25.4% |
| 6M | +38.3% | +8.9% | +29.4% | +32.3% |
| YTD | +3.1% | +9.7% | -6.6% | -2.6% |
| 1Y | -7.6% | +12.8% | -20.4% | -13.8% |
| All | +249.7% | +135.6% | +114.1% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling