+661.5%
STM vs PH
+808.0%
-146.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.8% | -3.1% | +8.9% | +8.1% |
| 30D | -1.0% | -3.2% | +2.2% | +1.0% |
| 3M | -33.3% | +10.6% | -43.8% | -38.2% |
| 6M | +57.4% | -2.1% | +59.5% | +58.8% |
| YTD | +102.2% | +10.2% | +92.0% | +87.4% |
| 1Y | +99.6% | +28.2% | +71.4% | +64.7% |
| 3Y | +14.5% | +134.9% | -120.4% | -39.8% |
| 5Y | +21.4% | +253.6% | -232.3% | -52.9% |
| All | +661.5% | +808.0% | -146.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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