+97.4%
STM vs PHM
-13.4%
+110.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.8% |
| 7D | +5.2% | -2.5% | +7.7% | +6.2% |
| 30D | -7.4% | -9.7% | +2.3% | -3.7% |
| 3M | -30.6% | +2.2% | -32.9% | -32.5% |
| 6M | +66.4% | -5.7% | +72.1% | +65.4% |
| YTD | +101.1% | +2.8% | +98.3% | +94.0% |
| 1Y | +97.4% | -14.4% | +111.8% | +100.8% |
| All | +97.4% | -13.4% | +110.8% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling