+1,907.8%
STX vs HBM
+275.0%
+1,632.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | 0.0% |
| 7D | -17.3% | +2.4% | -19.7% | -17.6% |
| 30D | -35.9% | -16.0% | -20.0% | -32.9% |
| 3M | -37.3% | -21.3% | -16.0% | -33.6% |
| 6M | -35.8% | -12.2% | -23.6% | -33.8% |
| YTD | +82.7% | +10.7% | +72.1% | +78.4% |
| 1Y | +71.6% | +30.3% | +41.3% | +61.8% |
| 3Y | +635.3% | +432.2% | +203.0% | +406.4% |
| 5Y | +483.8% | +218.8% | +265.0% | +323.2% |
| All | +1,907.8% | +275.0% | +1,632.8% | +1,126.3% |
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