+782.2%
STLD vs PHM
+746.3%
+35.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.1% |
| 7D | -9.7% | +3.5% | -13.2% | -11.1% |
| 30D | -4.5% | +21.2% | -25.7% | -12.2% |
| 3M | -13.1% | +2.5% | -15.6% | -14.7% |
| 6M | -2.8% | +16.1% | -18.8% | -9.9% |
| YTD | +35.3% | +16.6% | +18.7% | +24.4% |
| 1Y | +51.4% | +14.4% | +36.9% | +40.0% |
| 3Y | +117.9% | +71.9% | +46.1% | +63.3% |
| 5Y | +272.6% | +174.3% | +98.3% | +119.9% |
| 10Y | +782.2% | +744.0% | +38.2% | +229.9% |
| All | +782.2% | +746.3% | +35.8% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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