+34,084.2%
HD vs STT
+6,635.6%
+27,448.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +20.9% | -0.4% | +21.3% | +21.0% |
| 3M | -0.2% | -6.5% | +6.3% | +1.9% |
| 6M | +14.5% | +17.2% | -2.7% | +7.9% |
| YTD | +4.3% | +38.2% | -33.9% | -7.4% |
| 1Y | -3.5% | +49.3% | -52.8% | -16.6% |
| 3Y | +30.1% | +181.9% | -151.8% | -10.4% |
| 5Y | +8.5% | +106.9% | -98.4% | -19.5% |
| 10Y | +245.3% | +203.1% | +42.1% | +110.8% |
| All | +34,084.2% | +6,635.6% | +27,448.6% | +4,086.2% |
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 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