+2,108.4%
STX vs PH
+725.6%
+1,382.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.8% | +9.2% | +9.5% |
| 7D | -1.0% | +6.9% | -7.8% | -4.3% |
| 30D | -26.8% | +1.7% | -28.4% | -27.1% |
| 3M | -32.7% | -8.1% | -24.6% | -29.3% |
| 6M | -33.7% | +11.5% | -45.2% | -37.5% |
| YTD | +101.0% | +11.4% | +89.6% | +89.1% |
| 1Y | +92.7% | +14.1% | +78.6% | +79.2% |
| 3Y | +708.7% | +138.2% | +570.5% | +403.4% |
| 5Y | +504.0% | +216.0% | +288.0% | +219.0% |
| 10Y | +2,108.4% | +710.0% | +1,398.4% | +569.1% |
| All | +2,108.4% | +725.6% | +1,382.7% | +569.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling