+205.5%
HD vs STM
+682.1%
-476.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.5% |
| 7D | -2.1% | +5.8% | -7.8% | -3.3% |
| 30D | -8.4% | -1.0% | -7.4% | -8.4% |
| 3M | +4.3% | -33.3% | +37.6% | +12.6% |
| 6M | -11.1% | +57.4% | -68.5% | -24.1% |
| YTD | -4.7% | +102.2% | -106.9% | -24.3% |
| 1Y | -19.8% | +99.6% | -119.4% | -36.6% |
| 3Y | +4.1% | +14.5% | -10.4% | -8.5% |
| 5Y | +10.3% | +21.4% | -11.1% | -8.3% |
| All | +205.5% | +682.1% | -476.5% | +62.7% |
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 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