+1,945.0%
STM vs PH
+12,212.1%
-10,267.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -7.9% | +2.1% | -10.0% | -8.9% |
| 30D | -14.1% | +0.3% | -14.4% | -13.9% |
| 3M | -17.6% | -8.8% | -8.8% | -12.1% |
| 6M | -24.2% | +10.0% | -34.3% | -28.6% |
| YTD | +73.3% | +10.5% | +62.8% | +62.6% |
| 1Y | +90.1% | +15.5% | +74.6% | +73.3% |
| 3Y | +10.3% | +136.4% | -126.0% | -37.6% |
| 5Y | -5.7% | +213.6% | -219.3% | -55.8% |
| 10Y | +444.1% | +713.9% | -269.8% | +32.8% |
| All | +1,945.0% | +12,212.1% | -10,267.1% | +27.1% |
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