+963.4%
STT vs HBM
+613.3%
+350.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.5% | -6.4% | +6.8% | +2.0% |
| 30D | +3.9% | +5.9% | -2.1% | +2.2% |
| 3M | +20.0% | -8.9% | +28.9% | +20.9% |
| 6M | +55.3% | +10.7% | +44.6% | +47.9% |
| YTD | +53.3% | +38.3% | +15.1% | +37.2% |
| 1Y | +74.7% | +121.3% | -46.6% | +38.7% |
| 3Y | +205.8% | +450.6% | -244.8% | +85.3% |
| 5Y | +145.0% | +338.0% | -193.0% | +47.9% |
| 10Y | +266.0% | +578.6% | -312.6% | +63.4% |
| All | +963.4% | +613.3% | +350.1% | +111.6% |
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