+92.7%
STX vs HD
-2.9%
+95.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | -1.0% | -1.2% | +0.2% | -1.6% |
| 30D | -26.8% | +20.9% | -47.6% | -22.1% |
| 3M | -32.7% | -0.2% | -32.5% | -30.7% |
| 6M | -33.7% | +14.5% | -48.2% | -32.9% |
| YTD | +101.0% | +4.3% | +96.7% | +106.2% |
| 1Y | +92.7% | -3.5% | +96.2% | +103.3% |
| All | +92.7% | -2.9% | +95.6% | +103.3% |
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