+257.9%
HD vs STM
+433.9%
-176.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +1.4% |
| 7D | +3.6% | -5.6% | +9.2% | +4.5% |
| 30D | +21.6% | -14.4% | +36.0% | +25.0% |
| 3M | +0.1% | -20.5% | +20.6% | +4.2% |
| 6M | +13.0% | -24.5% | +37.5% | +15.6% |
| YTD | +4.9% | +72.7% | -67.8% | -14.7% |
| 1Y | -2.1% | +91.0% | -93.1% | -22.6% |
| 3Y | +32.6% | +13.5% | +19.1% | +14.4% |
| 5Y | +8.2% | -9.2% | +17.4% | -3.9% |
| 10Y | +257.9% | +422.5% | -164.6% | +125.1% |
| All | +257.9% | +433.9% | -176.0% | +125.1% |
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