+1,808.6%
STM vs PH
+11,607.7%
-9,799.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.6% | +2.6% |
| 7D | -10.7% | +2.0% | -12.7% | -11.7% |
| 30D | -25.7% | -3.7% | -22.1% | -23.6% |
| 3M | -21.6% | -14.0% | -7.5% | -13.1% |
| 6M | -27.8% | +2.1% | -29.9% | -28.6% |
| YTD | +61.8% | +5.1% | +56.7% | +56.7% |
| 1Y | +78.1% | +10.9% | +67.2% | +66.6% |
| 3Y | +4.9% | +132.9% | -128.1% | -40.2% |
| 5Y | -14.3% | +200.1% | -214.3% | -58.7% |
| 10Y | +414.1% | +783.8% | -369.7% | +19.0% |
| All | +1,808.6% | +11,607.7% | -9,799.1% | +22.5% |
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