-2.6%
HD vs STM
+94.3%
-96.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +1.5% | +12.0% | -10.5% | +1.0% |
| 30D | +18.0% | -0.4% | +18.4% | +17.8% |
| 3M | +2.8% | -13.2% | +16.0% | +3.4% |
| 6M | +17.0% | -26.1% | +43.0% | +17.1% |
| YTD | +3.5% | +81.2% | -77.6% | -15.0% |
| 1Y | -2.6% | +98.3% | -100.9% | -22.9% |
| All | -2.6% | +94.3% | -96.9% | -22.9% |
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