+123.8%
STX vs PHM
+16.2%
+107.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.2% | -15.3% | -6.6% |
| 7D | -20.2% | +13.6% | -33.8% | -18.1% |
| 30D | -37.2% | +19.3% | -56.5% | -35.0% |
| 3M | -34.1% | +3.5% | -37.5% | -32.2% |
| 6M | -24.5% | +18.6% | -43.0% | -25.0% |
| YTD | +102.9% | +16.7% | +86.2% | +101.0% |
| 1Y | +123.8% | +14.6% | +109.2% | +122.3% |
| All | +123.8% | +16.2% | +107.6% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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