+3,676.0%
STX vs PH
+794.6%
+2,881.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.9% |
| 7D | +10.7% | +0.4% | +10.3% | +10.4% |
| 30D | +11.3% | -10.8% | +22.1% | +18.4% |
| 3M | +3.2% | +8.5% | -5.2% | -1.3% |
| 6M | +157.0% | +3.9% | +153.1% | +150.1% |
| YTD | +229.2% | +9.4% | +219.8% | +211.7% |
| 1Y | +381.8% | +26.8% | +355.1% | +321.0% |
| 3Y | +1,383.2% | +140.8% | +1,242.4% | +809.4% |
| 5Y | +1,144.9% | +253.8% | +891.1% | +519.1% |
| 10Y | +3,676.0% | +792.3% | +2,883.7% | +925.4% |
| All | +3,676.0% | +794.6% | +2,881.4% | +925.4% |
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 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