+25.9%
HD vs STM
+4.7%
+21.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.3% |
| 7D | +4.3% | -10.7% | +15.1% | +5.4% |
| 30D | +20.2% | -25.7% | +45.9% | +23.7% |
| 3M | -1.0% | -21.6% | +20.6% | +1.0% |
| 6M | +7.9% | -27.8% | +35.7% | +9.3% |
| YTD | +2.0% | +61.8% | -59.8% | -9.5% |
| 1Y | -4.3% | +78.1% | -82.4% | -16.5% |
| 3Y | +25.9% | +4.9% | +21.0% | +9.5% |
| All | +25.9% | +4.7% | +21.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling