+6,113.4%
HD vs STM
+1,808.6%
+4,304.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.9% |
| 7D | +4.3% | -10.7% | +15.1% | +6.8% |
| 30D | +20.2% | -25.7% | +45.9% | +28.1% |
| 3M | -1.0% | -21.6% | +20.6% | +3.6% |
| 6M | +7.9% | -27.8% | +35.7% | +12.0% |
| YTD | +2.0% | +61.8% | -59.8% | -14.9% |
| 1Y | -4.3% | +78.1% | -82.4% | -22.2% |
| 3Y | +25.9% | +4.9% | +21.0% | +11.2% |
| 5Y | +5.8% | -14.3% | +20.1% | -4.4% |
| 10Y | +262.5% | +414.1% | -151.5% | +91.6% |
| All | +6,113.4% | +1,808.6% | +4,304.8% | +2,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling