+123.8%
STX vs HD
-3.1%
+126.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.5% | -14.7% | -5.4% |
| 7D | -20.2% | +11.9% | -32.1% | -16.3% |
| 30D | -37.2% | +26.4% | -63.6% | -31.5% |
| 3M | -34.1% | +2.8% | -36.9% | -31.4% |
| 6M | -24.5% | +15.5% | -39.9% | -22.2% |
| YTD | +102.9% | +5.5% | +97.4% | +112.0% |
| 1Y | +123.8% | -4.6% | +128.4% | +133.6% |
| All | +123.8% | -3.1% | +126.9% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 1y: compounded portfolio wealth divided by compounded HD 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…
1y analysis · Full analysis span regression · 6 months rolling