+8,652.1%
STX vs PH
+4,349.1%
+4,303.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -2.9% |
| 7D | -28.5% | +2.0% | -30.5% | -29.3% |
| 30D | -42.9% | -3.7% | -39.2% | -41.5% |
| 3M | -45.9% | -14.0% | -31.9% | -40.8% |
| 6M | -41.3% | +2.1% | -43.4% | -42.1% |
| YTD | +67.9% | +5.1% | +62.9% | +62.4% |
| 1Y | +66.5% | +10.9% | +55.6% | +56.0% |
| 3Y | +588.0% | +132.9% | +455.0% | +310.2% |
| 5Y | +449.1% | +200.1% | +249.0% | +177.6% |
| 10Y | +1,982.8% | +783.8% | +1,199.0% | +388.2% |
| All | +8,652.1% | +4,349.1% | +4,303.0% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling