+481.0%
STX vs HD
+7.1%
+473.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +16.8% | -0.5% | +17.3% | +17.1% |
| 30D | -27.0% | +18.5% | -45.5% | -31.9% |
| 3M | -37.9% | +2.2% | -40.0% | -38.6% |
| 6M | -32.5% | +13.8% | -46.3% | -37.9% |
| YTD | +98.6% | +3.4% | +95.2% | +90.6% |
| 1Y | +93.6% | -3.5% | +97.1% | +92.7% |
| 3Y | +699.1% | +29.0% | +670.1% | +548.6% |
| 5Y | +481.0% | +6.1% | +474.9% | +404.2% |
| All | +481.0% | +7.1% | +473.9% | +404.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling