+5.8%
HD vs STT
+100.0%
-94.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 6M | +7.9% | +10.0% | -2.1% | +3.6% |
| YTD | +2.0% | +30.7% | -28.7% | -8.2% |
| 1Y | -4.3% | +43.8% | -48.1% | -16.9% |
| 3Y | +25.9% | +168.1% | -142.1% | -14.0% |
| All | +5.8% | +100.0% | -94.2% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling