+1,144.9%
STX vs PHM
+152.9%
+992.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +10.0% | +7.5% |
| 7D | +10.7% | -2.5% | +13.2% | +11.5% |
| 30D | +11.3% | -9.7% | +20.9% | +14.4% |
| 3M | +3.2% | +2.2% | +1.0% | +0.5% |
| 6M | +157.0% | -5.7% | +162.7% | +156.4% |
| YTD | +229.2% | +2.8% | +226.4% | +217.4% |
| 1Y | +381.8% | -14.4% | +396.3% | +394.7% |
| 3Y | +1,383.2% | +52.2% | +1,331.0% | +1,066.0% |
| 5Y | +1,144.9% | +154.3% | +990.6% | +630.8% |
| All | +1,144.9% | +152.9% | +992.0% | +630.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling