+9,818.1%
STZ vs PHM
+4,468.2%
+5,349.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | -3.2% | +1.3% | -1.3% |
| 30D | -1.9% | -6.4% | +4.6% | -0.6% |
| 3M | -6.2% | +5.5% | -11.7% | -7.4% |
| 6M | -14.0% | -5.4% | -8.6% | -13.4% |
| YTD | -5.1% | +6.6% | -11.7% | -6.8% |
| 1Y | -9.6% | -8.8% | -0.7% | -8.6% |
| 3Y | -47.2% | +54.1% | -101.4% | -52.7% |
| 5Y | -33.6% | +144.5% | -178.1% | -46.8% |
| 10Y | -9.8% | +569.4% | -579.2% | -42.7% |
| All | +9,818.1% | +4,468.2% | +5,349.9% | +3,843.2% |
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 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