+444.1%
STM vs HBM
+301.8%
+142.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.0% | +1.6% |
| 7D | -7.9% | +2.4% | -10.3% | -8.5% |
| 30D | -14.1% | -16.0% | +1.8% | -8.9% |
| 3M | -17.6% | -21.3% | +3.7% | -11.0% |
| 6M | -24.2% | -12.2% | -12.0% | -20.8% |
| YTD | +73.3% | +10.7% | +62.6% | +65.8% |
| 1Y | +90.1% | +30.3% | +59.8% | +72.6% |
| 3Y | +10.3% | +432.2% | -421.9% | -38.2% |
| 5Y | -5.7% | +218.8% | -224.5% | -42.4% |
| 10Y | +444.1% | +281.4% | +162.7% | +152.1% |
| All | +444.1% | +301.8% | +142.3% | +152.1% |
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