+1,967.8%
STX vs PH
+737.8%
+1,229.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -17.3% | +2.1% | -19.4% | -17.9% |
| 30D | -35.9% | +0.3% | -36.2% | -35.8% |
| 3M | -37.3% | -8.8% | -28.5% | -33.9% |
| 6M | -35.8% | +10.0% | -45.9% | -39.1% |
| YTD | +82.7% | +10.5% | +72.3% | +72.6% |
| 1Y | +71.6% | +15.5% | +56.1% | +58.4% |
| 3Y | +635.3% | +136.4% | +498.9% | +359.4% |
| 5Y | +483.8% | +213.6% | +270.2% | +209.4% |
| 10Y | +1,967.8% | +713.9% | +1,253.9% | +525.4% |
| All | +1,967.8% | +737.8% | +1,229.9% | +525.4% |
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