+209.7%
PH vs STT
+104.1%
+105.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | +4.8% | -0.4% | +1.8% |
| 30D | +0.1% | +3.9% | -3.8% | -2.0% |
| 3M | -9.4% | -8.2% | -1.2% | -5.2% |
| 6M | +8.8% | +15.6% | -6.9% | -0.3% |
| YTD | +9.6% | +37.6% | -28.0% | -9.3% |
| 1Y | +14.4% | +50.1% | -35.7% | -9.9% |
| 3Y | +134.5% | +183.1% | -48.5% | +30.7% |
| All | +209.7% | +104.1% | +105.6% | +88.8% |
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