+11,174.7%
STZ vs PHM
+4,871.8%
+6,302.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +11.8% | +8.7% | +3.1% | +10.0% |
| 30D | +26.0% | +16.4% | +9.6% | +22.2% |
| 3M | +11.5% | +1.8% | +9.7% | +11.0% |
| 6M | -2.0% | +15.1% | -17.0% | -4.9% |
| YTD | +7.9% | +16.0% | -8.1% | +4.1% |
| 1Y | +13.9% | +14.1% | -0.2% | +10.2% |
| 3Y | -35.8% | +65.9% | -101.8% | -43.2% |
| 5Y | -28.4% | +180.9% | -209.3% | -44.2% |
| 10Y | +7.1% | +730.3% | -723.2% | -34.6% |
| All | +11,174.7% | +4,871.8% | +6,302.8% | +4,305.4% |
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