+16,011.1%
STX vs PHM
+1,273.2%
+14,737.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | -3.2% | +5.5% | +3.3% |
| 30D | +1.4% | -6.4% | +7.8% | +3.1% |
| 3M | -8.2% | +5.5% | -13.7% | -10.9% |
| 6M | +127.0% | -5.4% | +132.5% | +127.3% |
| YTD | +209.1% | +6.6% | +202.6% | +197.9% |
| 1Y | +365.4% | -8.8% | +374.3% | +368.0% |
| 3Y | +1,135.4% | +54.1% | +1,081.3% | +938.5% |
| 5Y | +991.5% | +144.5% | +847.0% | +683.8% |
| 10Y | +3,695.8% | +569.4% | +3,126.4% | +1,796.6% |
| All | +16,011.1% | +1,273.2% | +14,737.9% | +4,837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling