+8,153.7%
STLD vs PHM
+4,359.7%
+3,794.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +3.1% | -3.2% | +6.3% | +4.4% |
| 30D | -9.0% | -6.4% | -2.6% | -6.9% |
| 3M | -12.4% | +5.5% | -17.9% | -14.8% |
| 6M | +25.5% | -5.4% | +30.9% | +27.1% |
| YTD | +43.6% | +6.6% | +37.0% | +38.5% |
| 1Y | +87.2% | -8.8% | +96.0% | +90.8% |
| 3Y | +135.2% | +54.1% | +81.1% | +90.6% |
| 5Y | +290.9% | +144.5% | +146.4% | +158.1% |
| 10Y | +1,113.5% | +569.4% | +544.0% | +414.3% |
| All | +8,153.7% | +4,359.7% | +3,794.0% | +1,404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling