+365.4%
STX vs PH
+30.5%
+334.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.5% |
| 7D | +2.4% | -3.1% | +5.4% | +4.3% |
| 30D | +1.4% | -3.2% | +4.6% | +3.4% |
| 3M | -8.2% | +10.6% | -18.8% | -13.7% |
| 6M | +127.0% | -2.1% | +129.2% | +129.9% |
| YTD | +209.1% | +10.2% | +199.0% | +181.5% |
| 1Y | +365.4% | +28.2% | +337.2% | +294.4% |
| All | +365.4% | +30.5% | +334.9% | +294.4% |
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