+588.0%
STX vs PH
+135.3%
+452.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -3.1% |
| 7D | -28.5% | +2.0% | -30.5% | -29.3% |
| 30D | -42.9% | -3.7% | -39.2% | -41.3% |
| 3M | -45.9% | -14.0% | -31.9% | -40.4% |
| 6M | -41.3% | +2.1% | -43.4% | -42.1% |
| YTD | +67.9% | +5.1% | +62.9% | +61.3% |
| 1Y | +66.5% | +10.9% | +55.6% | +54.7% |
| 3Y | +588.0% | +132.9% | +455.0% | +333.1% |
| All | +588.0% | +135.3% | +452.6% | +333.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling