+30.0%
HD vs STT
+180.5%
-150.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | +20.7% | -1.9% | +22.6% | +21.4% |
| 3M | +0.8% | -7.6% | +8.4% | +3.1% |
| 6M | +12.2% | +16.0% | -3.8% | +5.7% |
| YTD | +4.2% | +36.2% | -32.0% | -7.9% |
| 1Y | -2.6% | +46.8% | -49.3% | -16.5% |
| 3Y | +30.0% | +177.8% | -147.8% | -18.2% |
| All | +30.0% | +180.5% | -150.5% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling