+461.8%
STM vs PHM
+669.9%
-208.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.4% |
| 7D | +16.3% | -6.1% | +22.4% | +19.6% |
| 30D | -6.3% | +13.7% | -20.0% | -12.7% |
| 3M | -14.1% | -1.5% | -12.6% | -14.6% |
| 6M | -19.6% | +11.3% | -30.8% | -25.1% |
| YTD | +80.1% | +8.9% | +71.2% | +68.6% |
| 1Y | +95.4% | +6.1% | +89.3% | +84.9% |
| 3Y | +14.7% | +57.7% | -43.0% | -12.8% |
| 5Y | -5.4% | +159.0% | -164.3% | -45.2% |
| All | +461.8% | +669.9% | -208.1% | +102.7% |
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