+260.3%
STT vs HBM
+622.7%
-362.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +1.4% |
| 7D | -1.4% | -3.7% | +2.4% | -0.6% |
| 30D | +2.2% | -3.7% | +5.8% | +2.7% |
| 3M | +18.8% | +8.0% | +10.8% | +15.3% |
| 6M | +57.9% | +15.8% | +42.1% | +48.6% |
| YTD | +51.0% | +34.4% | +16.6% | +35.7% |
| 1Y | +77.1% | +98.2% | -21.0% | +44.0% |
| 3Y | +199.8% | +476.6% | -276.7% | +77.3% |
| 5Y | +156.0% | +331.1% | -175.1% | +53.1% |
| All | +260.3% | +622.7% | -362.4% | +54.9% |
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