+1,077.4%
STX vs PH
+251.4%
+826.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.6% |
| 7D | +9.6% | 0.0% | +9.6% | +9.5% |
| 30D | +10.6% | -10.3% | +20.9% | +18.6% |
| 3M | +4.8% | +5.1% | -0.3% | +1.4% |
| 6M | +137.3% | +2.3% | +135.0% | +131.7% |
| YTD | +222.5% | +8.7% | +213.8% | +202.7% |
| 1Y | +366.2% | +26.8% | +339.5% | +295.8% |
| 3Y | +1,352.9% | +139.2% | +1,213.7% | +701.4% |
| 5Y | +1,077.4% | +251.1% | +826.3% | +376.9% |
| All | +1,077.4% | +251.4% | +826.0% | +376.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling