+253.6%
PH vs STT
+145.1%
+108.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.1% | +0.5% | -3.5% | -3.3% |
| 30D | -3.2% | +3.9% | -7.1% | -5.3% |
| 3M | +10.6% | +20.0% | -9.4% | -0.1% |
| 6M | -2.1% | +55.3% | -57.4% | -23.5% |
| YTD | +10.2% | +53.3% | -43.1% | -13.6% |
| 1Y | +28.2% | +74.7% | -46.5% | -6.8% |
| 3Y | +134.9% | +205.8% | -70.9% | +26.4% |
| All | +253.6% | +145.1% | +108.6% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling