+177.8%
STT vs HBM
+448.1%
-270.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | -1.9% | -16.0% | +14.1% | +0.7% |
| 3M | -7.6% | -21.3% | +13.8% | -4.5% |
| 6M | +16.0% | -12.2% | +28.2% | +16.5% |
| YTD | +36.2% | +10.7% | +25.5% | +29.7% |
| 1Y | +46.8% | +30.3% | +16.5% | +35.6% |
| 3Y | +177.8% | +432.2% | -254.5% | +89.8% |
| All | +177.8% | +448.1% | -270.3% | +89.8% |
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