+254.2%
HD vs STM
+398.5%
-144.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.8% |
| 7D | +4.3% | -10.7% | +15.1% | +6.6% |
| 30D | +20.2% | -25.7% | +45.9% | +27.6% |
| 3M | -1.0% | -21.6% | +20.6% | +3.3% |
| 6M | +7.9% | -27.8% | +35.7% | +11.4% |
| YTD | +2.0% | +61.8% | -59.8% | -15.8% |
| 1Y | -4.3% | +78.1% | -82.4% | -23.1% |
| 3Y | +25.9% | +4.9% | +21.0% | +10.8% |
| 5Y | +5.8% | -14.3% | +20.1% | -4.8% |
| All | +254.2% | +398.5% | -144.3% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling