+200.7%
STT vs HBM
+522.1%
-321.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -2.2% |
| 7D | +2.2% | +7.4% | -5.2% | +1.0% |
| 30D | +3.9% | +5.1% | -1.2% | +2.9% |
| 3M | +19.2% | +11.1% | +8.0% | +16.2% |
| 6M | +60.4% | +30.2% | +30.2% | +50.6% |
| YTD | +51.5% | +46.2% | +5.2% | +38.1% |
| 1Y | +76.3% | +120.0% | -43.8% | +48.6% |
| 3Y | +200.7% | +527.4% | -326.7% | +91.8% |
| All | +200.7% | +522.1% | -321.3% | +91.8% |
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