+1,153.7%
STM vs HBM
+492.8%
+660.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.0% | -2.2% | +4.1% |
| 7D | -5.6% | +5.0% | -10.6% | -6.8% |
| 30D | -14.4% | -12.7% | -1.7% | -10.7% |
| 3M | -20.5% | -17.4% | -3.0% | -15.9% |
| 6M | -24.5% | -8.9% | -15.6% | -22.3% |
| YTD | +72.7% | +14.9% | +57.8% | +64.3% |
| 1Y | +91.0% | +41.4% | +49.6% | +71.3% |
| 3Y | +13.5% | +462.1% | -448.6% | -33.4% |
| 5Y | -9.2% | +224.0% | -233.2% | -41.7% |
| 10Y | +422.5% | +320.9% | +101.6% | +160.1% |
| All | +1,153.7% | +492.8% | +660.9% | +350.2% |
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 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