+5,707.8%
HD vs STM
+2,285.7%
+3,422.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.5% |
| 7D | -2.1% | +5.8% | -7.8% | -3.4% |
| 30D | -8.4% | -1.0% | -7.4% | -8.4% |
| 3M | +4.3% | -33.3% | +37.6% | +12.9% |
| 6M | -11.1% | +57.4% | -68.5% | -23.8% |
| YTD | -4.7% | +102.2% | -106.9% | -23.8% |
| 1Y | -19.8% | +99.6% | -119.4% | -36.2% |
| 3Y | +4.1% | +14.5% | -10.4% | -8.9% |
| 5Y | +10.3% | +21.4% | -11.1% | -7.8% |
| 10Y | +203.2% | +695.0% | -491.8% | +45.0% |
| All | +5,707.8% | +2,285.7% | +3,422.1% | +1,842.8% |
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