+747.9%
PH vs STT
+204.5%
+543.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.7% |
| 7D | +2.0% | -2.5% | +4.5% | +3.5% |
| 30D | -3.7% | -5.0% | +1.3% | -0.8% |
| 3M | -14.0% | -10.5% | -3.6% | -8.2% |
| 6M | +2.1% | +10.0% | -7.9% | -4.5% |
| YTD | +5.1% | +30.7% | -25.6% | -12.3% |
| 1Y | +10.9% | +43.8% | -32.8% | -12.9% |
| 3Y | +132.9% | +168.1% | -35.1% | +22.9% |
| 5Y | +200.1% | +101.4% | +98.7% | +79.8% |
| All | +747.9% | +204.5% | +543.4% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling