+73.1%
SPYM vs PH
+203.8%
-130.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +4.3% | -1.8% | +0.8% |
| 30D | -2.0% | +0.1% | -2.1% | -2.3% |
| 3M | -2.8% | -9.4% | +6.6% | +0.8% |
| 6M | +2.2% | +8.8% | -6.6% | -2.3% |
| YTD | +11.5% | +9.6% | +1.9% | +5.5% |
| 1Y | +13.5% | +14.4% | -0.9% | +5.3% |
| 3Y | +78.0% | +134.5% | -56.5% | +15.2% |
| All | +73.1% | +203.8% | -130.7% | -8.6% |
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 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