+3,621.5%
STX vs HBM
+625.8%
+2,995.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +9.6% | +5.5% | +4.1% | +8.2% |
| 30D | +10.6% | +3.3% | +7.3% | +9.6% |
| 3M | +4.8% | +12.7% | -7.9% | +1.8% |
| 6M | +137.3% | +28.2% | +109.1% | +122.6% |
| YTD | +222.5% | +45.3% | +177.2% | +194.4% |
| 1Y | +366.2% | +121.7% | +244.5% | +289.2% |
| 3Y | +1,352.9% | +523.5% | +829.4% | +855.6% |
| 5Y | +1,077.4% | +393.9% | +683.5% | +674.1% |
| 10Y | +3,621.5% | +647.9% | +2,973.6% | +1,915.1% |
| All | +3,621.5% | +625.8% | +2,995.7% | +1,915.1% |
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