+2,285.7%
STM vs PHM
+6,275.9%
-3,990.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | -3.2% | +9.0% | +7.0% |
| 30D | -1.0% | -6.4% | +5.4% | +1.3% |
| 3M | -33.3% | +5.5% | -38.8% | -35.0% |
| 6M | +57.4% | -5.4% | +62.8% | +59.7% |
| YTD | +102.2% | +6.6% | +95.6% | +95.8% |
| 1Y | +99.6% | -8.8% | +108.4% | +103.9% |
| 3Y | +14.5% | +54.1% | -39.6% | -4.5% |
| 5Y | +21.4% | +144.5% | -123.1% | -15.5% |
| 10Y | +695.0% | +569.4% | +125.5% | +273.8% |
| All | +2,285.7% | +6,275.9% | -3,990.2% | +316.2% |
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 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