+13.2%
W vs PH
+11.6%
+1.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.9% |
| 7D | -3.6% | +2.0% | -5.6% | -5.2% |
| 30D | +7.0% | -3.7% | +10.6% | +8.5% |
| 3M | +7.4% | -14.0% | +21.4% | +17.5% |
| 6M | +69.3% | +2.1% | +67.2% | +59.8% |
| YTD | +11.3% | +5.1% | +6.2% | -2.0% |
| 1Y | +13.2% | +10.9% | +2.3% | -9.3% |
| All | +13.2% | +11.6% | +1.6% | -9.3% |
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 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