+97.4%
STM vs HBM
+122.7%
-25.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -3.0% |
| 7D | +5.2% | +7.4% | -2.2% | +2.0% |
| 30D | -7.4% | +5.1% | -12.4% | -9.7% |
| 3M | -30.6% | +11.1% | -41.8% | -34.4% |
| 6M | +66.4% | +30.2% | +36.2% | +48.9% |
| YTD | +101.1% | +46.2% | +54.9% | +73.7% |
| 1Y | +97.4% | +120.0% | -22.7% | +59.8% |
| All | +97.4% | +122.7% | -25.4% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling