+1,144.9%
STX vs HBM
+369.9%
+775.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.7% | +4.7% |
| 7D | +10.7% | +7.4% | +3.4% | +8.4% |
| 30D | +11.3% | +5.1% | +6.2% | +9.3% |
| 3M | +3.2% | +11.1% | -7.9% | -0.4% |
| 6M | +157.0% | +30.2% | +126.8% | +135.1% |
| YTD | +229.2% | +46.2% | +183.0% | +192.0% |
| 1Y | +381.8% | +120.0% | +261.8% | +284.6% |
| 3Y | +1,383.2% | +527.4% | +855.8% | +784.9% |
| 5Y | +1,144.9% | +400.4% | +744.5% | +648.4% |
| All | +1,144.9% | +369.9% | +775.0% | +648.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling