+1,883.6%
STX vs HD
+257.8%
+1,625.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.3% |
| 7D | -28.5% | +4.3% | -32.8% | -30.3% |
| 30D | -42.9% | +20.2% | -63.1% | -48.4% |
| 3M | -45.9% | -1.0% | -44.9% | -46.4% |
| 6M | -41.3% | +7.9% | -49.2% | -45.5% |
| YTD | +67.9% | +2.0% | +66.0% | +59.8% |
| 1Y | +66.5% | -4.3% | +70.8% | +63.9% |
| 3Y | +588.0% | +25.9% | +562.0% | +462.7% |
| 5Y | +449.1% | +5.8% | +443.2% | +389.0% |
| All | +1,883.6% | +257.8% | +1,625.8% | +859.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling