+205.0%
HD vs STT
+264.2%
-59.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -1.2% | +2.2% | -3.4% | -1.9% |
| 30D | -11.1% | +3.9% | -15.0% | -12.4% |
| 3M | +2.0% | +19.2% | -17.1% | -4.4% |
| 6M | -10.5% | +60.4% | -70.8% | -24.6% |
| YTD | -6.9% | +51.5% | -58.3% | -20.3% |
| 1Y | -23.2% | +76.3% | -99.5% | -38.0% |
| 3Y | +3.1% | +200.7% | -197.7% | -32.1% |
| 5Y | +7.4% | +157.5% | -150.1% | -27.9% |
| 10Y | +205.0% | +262.0% | -57.0% | +65.1% |
| All | +205.0% | +264.2% | -59.2% | +65.1% |
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