+51.8%
STLD vs PHM
+5.7%
+46.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | +6.9% | -6.1% | +13.0% | +8.2% |
| 30D | -1.5% | +13.7% | -15.2% | -5.2% |
| 3M | -9.7% | -1.5% | -8.2% | -9.2% |
| 6M | +2.3% | +11.3% | -8.9% | -2.6% |
| YTD | +41.0% | +8.9% | +32.1% | +32.9% |
| 1Y | +51.8% | +6.1% | +45.7% | +44.3% |
| All | +51.8% | +5.7% | +46.1% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling