+9,423.5%
STX vs HD
+2,169.4%
+7,254.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -17.3% | +5.2% | -22.5% | -19.7% |
| 30D | -35.9% | +20.7% | -56.7% | -42.8% |
| 3M | -37.3% | +0.8% | -38.1% | -38.7% |
| 6M | -35.8% | +12.2% | -48.0% | -42.0% |
| YTD | +82.7% | +4.2% | +78.5% | +71.0% |
| 1Y | +71.6% | -2.6% | +74.2% | +66.4% |
| 3Y | +635.3% | +30.0% | +605.3% | +491.6% |
| 5Y | +483.8% | +8.1% | +475.7% | +415.4% |
| 10Y | +1,967.8% | +247.2% | +1,720.6% | +786.0% |
| All | +9,423.5% | +2,169.4% | +7,254.1% | +1,177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling