+664.5%
STM vs PHM
+545.0%
+119.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +1.7% | -3.9% | +5.5% | +3.5% |
| 30D | -5.2% | -8.6% | +3.4% | -1.3% |
| 3M | -29.6% | -2.9% | -26.7% | -29.2% |
| 6M | +54.4% | -5.7% | +60.1% | +57.2% |
| YTD | +99.5% | +1.9% | +97.7% | +94.8% |
| 1Y | +100.8% | -12.3% | +113.1% | +109.6% |
| 3Y | +20.2% | +50.8% | -30.6% | -5.7% |
| 5Y | +21.1% | +157.3% | -136.1% | -28.7% |
| 10Y | +664.5% | +566.5% | +98.0% | +200.7% |
| All | +664.5% | +545.0% | +119.6% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling