+23,761.0%
PH vs STT
+7,372.9%
+16,388.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.1% | +0.5% | -3.5% | -3.2% |
| 30D | -3.2% | +3.9% | -7.1% | -4.6% |
| 3M | +10.6% | +20.0% | -9.4% | +3.2% |
| 6M | -2.1% | +55.3% | -57.4% | -17.2% |
| YTD | +10.2% | +53.3% | -43.1% | -6.5% |
| 1Y | +28.2% | +74.7% | -46.5% | +3.5% |
| 3Y | +134.9% | +205.8% | -70.9% | +54.4% |
| 5Y | +253.6% | +145.0% | +108.6% | +146.8% |
| 10Y | +804.7% | +266.0% | +538.7% | +446.4% |
| All | +23,761.0% | +7,372.9% | +16,388.1% | +5,737.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling