+465.1%
STM vs HBM
+281.1%
+183.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +12.0% | +2.2% | +9.8% | +11.2% |
| 30D | -0.4% | -11.8% | +11.4% | +4.0% |
| 3M | -13.2% | -19.2% | +6.0% | -6.9% |
| 6M | -26.1% | -22.9% | -3.2% | -19.5% |
| YTD | +81.2% | +7.8% | +73.4% | +74.8% |
| 1Y | +98.3% | +34.9% | +63.4% | +78.4% |
| 3Y | +16.7% | +422.2% | -405.5% | -34.2% |
| 5Y | -4.8% | +192.8% | -197.7% | -40.3% |
| All | +465.1% | +281.1% | +183.9% | +164.4% |
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