+32.6%
HD vs STM
+11.4%
+21.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +2.2% |
| 7D | +3.6% | -5.6% | +9.2% | +4.0% |
| 30D | +21.6% | -14.4% | +36.0% | +23.2% |
| 3M | +0.1% | -20.5% | +20.6% | +2.1% |
| 6M | +13.0% | -24.5% | +37.5% | +14.1% |
| YTD | +4.9% | +72.7% | -67.8% | -7.5% |
| 1Y | -2.1% | +91.0% | -93.1% | -15.1% |
| 3Y | +32.6% | +13.5% | +19.1% | +14.7% |
| All | +32.6% | +11.4% | +21.2% | +14.7% |
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 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