+21.7%
STM vs HBM
+478.3%
-456.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +5.8% | -6.4% | +12.1% | +8.4% |
| 30D | -1.0% | +5.9% | -6.9% | -3.5% |
| 3M | -33.3% | -8.9% | -24.4% | -31.5% |
| 6M | +57.4% | +10.7% | +46.7% | +49.7% |
| YTD | +102.2% | +38.3% | +63.9% | +76.5% |
| 1Y | +99.6% | +121.3% | -21.7% | +47.0% |
| All | +21.7% | +478.3% | -456.7% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling