+194.0%
STT vs HBM
+281.1%
-87.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +4.8% | +2.2% | +2.5% | +4.2% |
| 30D | +3.9% | -11.8% | +15.7% | +6.7% |
| 3M | -8.2% | -19.2% | +11.1% | -4.3% |
| 6M | +15.6% | -22.9% | +38.5% | +20.0% |
| YTD | +37.6% | +7.8% | +29.8% | +29.5% |
| 1Y | +50.1% | +34.9% | +15.2% | +33.5% |
| 3Y | +183.1% | +422.2% | -239.1% | +70.0% |
| 5Y | +104.8% | +192.8% | -88.0% | +33.9% |
| All | +194.0% | +281.1% | -87.2% | +39.9% |
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