+1,808.6%
STM vs PHM
+6,702.7%
-4,894.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.1% |
| 7D | -10.7% | +6.2% | -17.0% | -13.0% |
| 30D | -25.7% | +17.9% | -43.7% | -30.5% |
| 3M | -21.6% | +2.5% | -24.1% | -23.0% |
| 6M | -27.8% | +10.8% | -38.6% | -31.4% |
| YTD | +61.8% | +13.7% | +48.0% | +51.9% |
| 1Y | +78.1% | +12.4% | +65.7% | +67.8% |
| 3Y | +4.9% | +65.6% | -60.7% | -15.3% |
| 5Y | -14.3% | +175.3% | -189.6% | -43.0% |
| 10Y | +414.1% | +713.9% | -299.9% | +124.6% |
| All | +1,808.6% | +6,702.7% | -4,894.1% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling