+2,071.0%
STX vs PH
+778.3%
+1,292.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.2% | +5.6% | +7.4% |
| 7D | -14.8% | +3.0% | -17.8% | -15.8% |
| 30D | -35.4% | -0.6% | -34.7% | -34.9% |
| 3M | -37.7% | -10.7% | -26.9% | -33.5% |
| 6M | -35.2% | +9.1% | -44.3% | -38.2% |
| YTD | +84.4% | +9.5% | +74.9% | +75.0% |
| 1Y | +82.3% | +14.0% | +68.2% | +69.4% |
| 3Y | +646.2% | +138.9% | +507.4% | +363.4% |
| 5Y | +487.4% | +209.1% | +278.3% | +213.4% |
| 10Y | +2,071.0% | +737.3% | +1,333.7% | +537.9% |
| All | +2,071.0% | +778.3% | +1,292.7% | +537.9% |
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