+3,621.5%
STX vs PHM
+545.0%
+3,076.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +9.6% | -3.9% | +13.4% | +10.8% |
| 30D | +10.6% | -8.6% | +19.2% | +13.3% |
| 3M | +4.8% | -2.9% | +7.7% | +4.1% |
| 6M | +137.3% | -5.7% | +143.0% | +137.1% |
| YTD | +222.5% | +1.9% | +220.6% | +213.4% |
| 1Y | +366.2% | -12.3% | +378.5% | +374.0% |
| 3Y | +1,352.9% | +50.8% | +1,302.1% | +1,101.0% |
| 5Y | +1,077.4% | +157.3% | +920.1% | +689.7% |
| 10Y | +3,621.5% | +566.5% | +3,055.0% | +1,623.2% |
| All | +3,621.5% | +545.0% | +3,076.5% | +1,623.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling