+4.9%
STM vs PH
+135.3%
-130.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.6% | +2.3% |
| 7D | -10.7% | +2.0% | -12.7% | -11.8% |
| 30D | -25.7% | -3.7% | -22.1% | -23.4% |
| 3M | -21.6% | -14.0% | -7.5% | -12.1% |
| 6M | -27.8% | +2.1% | -29.9% | -28.9% |
| YTD | +61.8% | +5.1% | +56.7% | +55.5% |
| 1Y | +78.1% | +10.9% | +67.2% | +64.5% |
| 3Y | +4.9% | +132.9% | -128.1% | -46.0% |
| All | +4.9% | +135.3% | -130.5% | -46.0% |
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