-3.5%
HD vs STM
+95.6%
-99.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | +20.9% | -8.4% | +29.2% | +21.3% |
| 3M | -0.2% | -15.8% | +15.6% | +0.7% |
| 6M | +14.5% | -22.8% | +37.3% | +13.6% |
| YTD | +4.3% | +79.4% | -75.0% | -14.4% |
| 1Y | -3.5% | +97.0% | -100.4% | -23.9% |
| All | -3.5% | +95.6% | -99.0% | -23.9% |
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