+258.8%
STLD vs PHM
+175.2%
+83.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.1% |
| 7D | -11.1% | +6.2% | -17.3% | -13.2% |
| 30D | -4.8% | +17.9% | -22.7% | -10.7% |
| 3M | -14.6% | +2.5% | -17.0% | -15.9% |
| 6M | -7.4% | +10.8% | -18.2% | -11.9% |
| YTD | +32.6% | +13.7% | +18.8% | +24.1% |
| 1Y | +47.3% | +12.4% | +35.0% | +38.4% |
| 3Y | +107.5% | +65.6% | +41.9% | +60.8% |
| All | +258.8% | +175.2% | +83.6% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling