+20.4%
XLV vs PH
+25.3%
-4.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -1.8% | -11.0% | +9.1% | -0.2% |
| 3M | +7.8% | +5.5% | +2.3% | +6.2% |
| 6M | +9.1% | +1.5% | +7.6% | +7.9% |
| YTD | +7.7% | +8.8% | -1.0% | +5.0% |
| 1Y | +20.4% | +24.5% | -4.1% | +15.7% |
| All | +20.4% | +25.3% | -4.9% | +15.7% |
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