+254.2%
HD vs STT
+204.5%
+49.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +4.3% | -2.5% | +6.8% | +5.2% |
| 30D | +20.2% | -5.0% | +25.1% | +22.2% |
| 3M | -1.0% | -10.5% | +9.5% | +2.6% |
| 6M | +7.9% | +10.0% | -2.1% | +3.6% |
| YTD | +2.0% | +30.7% | -28.7% | -8.3% |
| 1Y | -4.3% | +43.8% | -48.1% | -16.9% |
| 3Y | +25.9% | +168.1% | -142.1% | -13.7% |
| 5Y | +5.8% | +101.4% | -95.6% | -22.4% |
| All | +254.2% | +204.5% | +49.7% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling