+16.1%
STM vs PH
+135.6%
-119.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.6% |
| 7D | +16.3% | +7.4% | +8.9% | +10.3% |
| 30D | -6.3% | +0.5% | -6.8% | -6.3% |
| 3M | -14.1% | -10.2% | -3.9% | -6.8% |
| 6M | -19.6% | +8.9% | -28.5% | -24.4% |
| YTD | +80.1% | +9.7% | +70.5% | +67.7% |
| 1Y | +95.4% | +12.8% | +82.5% | +78.2% |
| All | +16.1% | +135.6% | -119.5% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling