+83.7%
XLI vs PH
+253.8%
-170.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -5.8% | -10.8% | +5.0% | -0.4% |
| 3M | +0.7% | +8.5% | -7.8% | -3.6% |
| 6M | +3.2% | +3.9% | -0.7% | +0.5% |
| YTD | +13.0% | +9.4% | +3.6% | +7.2% |
| 1Y | +16.8% | +26.8% | -10.0% | +2.6% |
| 3Y | +72.4% | +140.8% | -68.4% | +6.1% |
| All | +83.7% | +253.8% | -170.1% | -11.4% |
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