-4.3%
HD vs STM
+75.4%
-79.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.0% |
| 7D | +4.3% | -10.7% | +15.1% | +4.8% |
| 30D | +20.2% | -25.7% | +45.9% | +22.1% |
| 3M | -1.0% | -21.6% | +20.6% | 0.0% |
| 6M | +7.9% | -27.8% | +35.7% | +6.9% |
| YTD | +2.0% | +61.8% | -59.8% | -15.6% |
| 1Y | -4.3% | +78.1% | -82.4% | -23.7% |
| All | -4.3% | +75.4% | -79.7% | -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