-29.4%
STZ vs PHM
+175.2%
-204.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | +4.9% | +6.2% | -1.3% | +3.5% |
| 30D | +20.9% | +17.9% | +2.9% | +16.5% |
| 3M | +8.0% | +2.5% | +5.5% | +7.2% |
| 6M | -5.3% | +10.8% | -16.1% | -7.7% |
| YTD | +5.9% | +13.7% | -7.8% | +2.2% |
| 1Y | +14.2% | +12.4% | +1.9% | +10.4% |
| 3Y | -37.0% | +65.6% | -102.6% | -44.5% |
| All | -29.4% | +175.2% | -204.7% | -45.2% |
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