-35.8%
STZ vs PHM
+67.6%
-103.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +11.8% | +8.7% | +3.1% | +9.5% |
| 30D | +26.0% | +16.4% | +9.6% | +21.2% |
| 3M | +11.5% | +1.8% | +9.7% | +10.7% |
| 6M | -2.0% | +15.1% | -17.0% | -5.6% |
| YTD | +7.9% | +16.0% | -8.1% | +3.1% |
| 1Y | +13.9% | +14.1% | -0.2% | +9.2% |
| All | -35.8% | +67.6% | -103.5% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling