-4.6%
HD vs STM
+92.4%
-97.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.1% | +12.6% | +6.8% |
| 7D | +11.9% | -6.0% | +17.9% | +12.2% |
| 30D | +26.4% | -20.9% | +47.4% | +28.2% |
| 3M | +2.8% | -15.8% | +18.6% | +3.6% |
| 6M | +15.5% | -17.0% | +32.5% | +12.8% |
| YTD | +5.5% | +76.8% | -71.3% | -12.5% |
| 1Y | -4.6% | +96.5% | -101.1% | -23.7% |
| All | -4.6% | +92.4% | -97.0% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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