+14.2%
STZ vs PHM
+11.3%
+2.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +4.9% | +6.2% | -1.3% | +3.1% |
| 30D | +20.9% | +17.9% | +2.9% | +15.4% |
| 3M | +8.0% | +2.5% | +5.5% | +6.8% |
| 6M | -5.3% | +10.8% | -16.1% | -8.4% |
| YTD | +5.9% | +13.7% | -7.8% | +0.3% |
| 1Y | +14.2% | +12.4% | +1.9% | +9.3% |
| All | +14.2% | +11.3% | +2.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling