+112.6%
SPOT vs PH
+251.4%
-138.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | -10.3% | +12.5% | +7.2% |
| 3M | +5.4% | +5.1% | +0.3% | +1.5% |
| 6M | -4.0% | +2.3% | -6.3% | -6.9% |
| YTD | -9.9% | +8.7% | -18.6% | -15.9% |
| 1Y | -27.3% | +26.8% | -54.0% | -38.0% |
| 3Y | +236.4% | +139.2% | +97.2% | +88.9% |
| 5Y | +112.6% | +251.1% | -138.5% | -12.1% |
| All | +112.6% | +251.4% | -138.8% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling