+102.4%
STX vs PH
+13.5%
+88.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +4.3% | +10.3% | +11.3% |
| 30D | -26.0% | +0.1% | -26.1% | -25.8% |
| 3M | -42.6% | -9.4% | -33.2% | -38.8% |
| 6M | -35.3% | +8.8% | -44.0% | -38.4% |
| YTD | +92.5% | +9.6% | +82.8% | +64.4% |
| 1Y | +102.4% | +14.4% | +87.9% | +63.0% |
| All | +102.4% | +13.5% | +88.9% | +63.0% |
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