-10.5%
T vs PH
+26.6%
-37.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.6% | -10.3% | +14.9% | +4.0% |
| 3M | +12.2% | +5.1% | +7.2% | +13.0% |
| 6M | -6.5% | +2.3% | -8.7% | -5.7% |
| YTD | +4.9% | +8.7% | -3.8% | +5.5% |
| 1Y | -10.5% | +26.8% | -37.2% | -9.5% |
| All | -10.5% | +26.6% | -37.1% | -9.5% |
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