+248.6%
HD vs STT
+198.3%
+50.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +1.5% | +4.8% | -3.2% | -0.1% |
| 30D | +18.0% | +3.9% | +14.1% | +16.4% |
| 3M | +2.8% | -8.2% | +11.0% | +5.7% |
| 6M | +17.0% | +15.6% | +1.4% | +10.4% |
| YTD | +3.5% | +37.6% | -34.1% | -8.6% |
| 1Y | -2.6% | +50.1% | -52.7% | -16.7% |
| 3Y | +30.7% | +183.1% | -152.3% | -12.1% |
| 5Y | +6.2% | +104.8% | -98.6% | -22.6% |
| All | +248.6% | +198.3% | +50.3% | +111.2% |
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