+89.4%
STM vs PHM
+14.7%
+74.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +6.0% |
| 7D | -5.6% | +3.5% | -9.1% | -6.6% |
| 30D | -14.4% | +21.2% | -35.6% | -20.2% |
| 3M | -20.5% | +2.5% | -22.9% | -20.7% |
| 6M | -24.5% | +16.1% | -40.6% | -30.1% |
| YTD | +72.7% | +16.6% | +56.1% | +58.0% |
| All | +89.4% | +14.7% | +74.7% | +75.2% |
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