+844.5%
STT vs HBM
+471.0%
+373.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.3% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -1.9% | -16.0% | +14.1% | +1.8% |
| 3M | -7.6% | -21.3% | +13.8% | -3.1% |
| 6M | +16.0% | -12.2% | +28.2% | +16.8% |
| YTD | +36.2% | +10.7% | +25.5% | +27.5% |
| 1Y | +46.8% | +30.3% | +16.5% | +32.0% |
| 3Y | +177.8% | +432.2% | -254.5% | +68.9% |
| 5Y | +105.8% | +218.8% | -113.0% | +33.6% |
| 10Y | +197.6% | +281.4% | -83.8% | +51.9% |
| All | +844.5% | +471.0% | +373.5% | +96.7% |
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