+8.1%
HD vs STM
-6.5%
+14.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +5.2% | -7.9% | +13.1% | +6.4% |
| 30D | +20.7% | -14.1% | +34.9% | +23.2% |
| 3M | +0.8% | -17.6% | +18.4% | +3.3% |
| 6M | +12.2% | -24.2% | +36.5% | +14.0% |
| YTD | +4.2% | +73.3% | -69.1% | -12.6% |
| 1Y | -2.6% | +90.1% | -92.7% | -20.0% |
| 3Y | +30.0% | +10.3% | +19.7% | +16.5% |
| 5Y | +8.1% | -5.7% | +13.8% | -3.4% |
| All | +8.1% | -6.5% | +14.6% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling