+31,139.8%
HD vs STT
+7,372.9%
+23,766.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | +0.5% | -2.5% | -2.2% |
| 30D | -8.4% | +3.9% | -12.3% | -9.7% |
| 3M | +4.3% | +20.0% | -15.6% | -2.2% |
| 6M | -11.1% | +55.3% | -66.4% | -23.8% |
| YTD | -4.7% | +53.3% | -58.0% | -18.2% |
| 1Y | -19.8% | +74.7% | -94.5% | -34.4% |
| 3Y | +4.1% | +205.8% | -201.7% | -30.2% |
| 5Y | +10.3% | +145.0% | -134.7% | -22.7% |
| 10Y | +203.2% | +266.0% | -62.8% | +73.9% |
| All | +31,139.8% | +7,372.9% | +23,766.9% | +3,598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling