+365.4%
STX vs PHM
-6.9%
+372.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | -3.2% | +5.5% | +2.2% |
| 30D | +1.4% | -6.4% | +7.8% | +1.3% |
| 3M | -8.2% | +5.5% | -13.7% | -10.4% |
| 6M | +127.0% | -5.4% | +132.5% | +124.8% |
| YTD | +209.1% | +6.6% | +202.6% | +200.5% |
| 1Y | +365.4% | -8.8% | +374.3% | +391.3% |
| All | +365.4% | -6.9% | +372.4% | +391.3% |
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