+102.4%
STX vs HD
-3.5%
+105.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +1.5% | +13.1% | +15.1% |
| 30D | -26.0% | +18.0% | -44.0% | -21.5% |
| 3M | -42.6% | +2.8% | -45.4% | -40.7% |
| 6M | -35.3% | +17.0% | -52.2% | -34.9% |
| YTD | +92.5% | +3.5% | +88.9% | +97.7% |
| 1Y | +102.4% | -2.6% | +105.0% | +111.5% |
| All | +102.4% | -3.5% | +105.9% | +111.5% |
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