+123.8%
STX vs PH
+20.3%
+103.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.7% | -4.5% | -5.8% |
| 7D | -20.2% | -0.2% | -20.0% | -19.9% |
| 30D | -37.2% | -6.7% | -30.5% | -34.4% |
| 3M | -34.1% | -8.1% | -25.9% | -30.6% |
| 6M | -24.5% | +5.3% | -29.8% | -26.2% |
| YTD | +102.9% | +4.2% | +98.8% | +92.1% |
| 1Y | +123.8% | +19.3% | +104.4% | +103.2% |
| All | +123.8% | +20.3% | +103.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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