+6,230.4%
HD vs STM
+1,727.7%
+4,502.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.4% | +10.8% | +1.5% |
| 7D | +6.4% | -20.1% | +26.5% | +11.9% |
| 30D | +22.1% | -32.0% | +54.0% | +33.0% |
| 3M | -0.2% | -24.2% | +24.0% | +5.4% |
| 6M | +12.6% | -29.9% | +42.5% | +17.8% |
| YTD | +3.9% | +54.9% | -51.0% | -12.4% |
| 1Y | -3.7% | +68.0% | -71.7% | -20.6% |
| 3Y | +27.9% | -0.1% | +28.0% | +14.3% |
| 5Y | +7.8% | -17.9% | +25.7% | -1.5% |
| 10Y | +269.4% | +392.2% | -122.9% | +97.4% |
| All | +6,230.4% | +1,727.7% | +4,502.8% | +2,135.3% |
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