+657.6%
STM vs HBM
+599.4%
+58.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -2.4% |
| 7D | +5.2% | +7.4% | -2.2% | +2.8% |
| 30D | -7.4% | +5.1% | -12.4% | -9.1% |
| 3M | -30.6% | +11.1% | -41.8% | -33.0% |
| 6M | +66.4% | +30.2% | +36.2% | +52.3% |
| YTD | +101.1% | +46.2% | +54.9% | +75.5% |
| 1Y | +97.4% | +120.0% | -22.7% | +50.6% |
| 3Y | +21.1% | +527.4% | -506.3% | -35.9% |
| 5Y | +22.5% | +400.4% | -377.9% | -35.2% |
| 10Y | +657.6% | +621.5% | +36.1% | +187.5% |
| All | +657.6% | +599.4% | +58.2% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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