+2,285.7%
STM vs PH
+12,179.2%
-9,893.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.8% | -3.1% | +8.9% | +7.9% |
| 30D | -1.0% | -3.2% | +2.2% | +0.8% |
| 3M | -33.3% | +10.6% | -43.8% | -37.7% |
| 6M | +57.4% | -2.1% | +59.5% | +58.9% |
| YTD | +102.2% | +10.2% | +92.0% | +88.9% |
| 1Y | +99.6% | +28.2% | +71.4% | +67.9% |
| 3Y | +14.5% | +134.9% | -120.4% | -35.7% |
| 5Y | +21.4% | +253.6% | -232.3% | -47.8% |
| 10Y | +695.0% | +804.7% | -109.8% | +80.0% |
| All | +2,285.7% | +12,179.2% | -9,893.4% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling