+1,972.8%
STX vs PHM
+670.5%
+1,302.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | -4.1% | +18.7% | +16.0% |
| 30D | -26.0% | +16.1% | -42.1% | -29.7% |
| 3M | -42.6% | -2.5% | -40.1% | -42.8% |
| 6M | -35.3% | +12.9% | -48.2% | -39.2% |
| YTD | +92.5% | +9.0% | +83.4% | +81.8% |
| 1Y | +102.4% | +8.2% | +94.2% | +91.2% |
| 3Y | +673.8% | +58.4% | +615.4% | +527.0% |
| 5Y | +463.1% | +159.2% | +303.9% | +274.5% |
| All | +1,972.8% | +670.5% | +1,302.3% | +859.3% |
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 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