+9,423.5%
STX vs PHM
+1,344.2%
+8,079.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +0.2% |
| 7D | -17.3% | +2.9% | -20.2% | -18.1% |
| 30D | -35.9% | +16.5% | -52.4% | -39.2% |
| 3M | -37.3% | +0.6% | -38.0% | -38.2% |
| 6M | -35.8% | +11.6% | -47.4% | -39.3% |
| YTD | +82.7% | +12.1% | +70.6% | +71.8% |
| 1Y | +71.6% | +9.6% | +62.0% | +62.2% |
| 3Y | +635.3% | +62.3% | +573.0% | +504.5% |
| 5Y | +483.8% | +170.4% | +313.4% | +303.6% |
| 10Y | +1,967.8% | +683.0% | +1,284.8% | +878.4% |
| All | +9,423.5% | +1,344.2% | +8,079.3% | +2,748.0% |
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