+1,074.4%
STM vs HBM
+443.9%
+630.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.0% |
| 7D | -10.7% | -3.6% | -7.1% | -9.7% |
| 30D | -25.7% | -19.2% | -6.6% | -20.8% |
| 3M | -21.6% | -20.5% | -1.1% | -16.1% |
| 6M | -27.8% | -12.8% | -15.0% | -24.6% |
| YTD | +61.8% | +5.4% | +56.3% | +57.8% |
| 1Y | +78.1% | +33.0% | +45.1% | +62.6% |
| 3Y | +4.9% | +357.3% | -352.4% | -34.9% |
| 5Y | -14.3% | +210.4% | -224.7% | -44.2% |
| 10Y | +414.1% | +387.1% | +26.9% | +147.4% |
| All | +1,074.4% | +443.9% | +630.4% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling