-42.9%
TER vs PH
+3.4%
-46.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | -0.8% |
| 7D | -20.5% | +2.0% | -22.5% | -22.0% |
| 30D | -47.0% | -3.7% | -43.3% | -44.2% |
| 3M | -43.3% | -14.0% | -29.2% | -31.9% |
| 6M | -42.9% | +2.1% | -45.0% | -45.3% |
| All | -42.9% | +3.4% | -46.3% | -45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling