+16,011.1%
STX vs HD
+1,975.7%
+14,035.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.8% |
| 7D | +2.4% | -2.1% | +4.4% | +3.5% |
| 30D | +1.4% | -8.4% | +9.8% | +5.9% |
| 3M | -8.2% | +4.3% | -12.6% | -12.4% |
| 6M | +127.0% | -11.1% | +138.2% | +136.3% |
| YTD | +209.1% | -4.7% | +213.8% | +208.0% |
| 1Y | +365.4% | -19.8% | +385.2% | +407.9% |
| 3Y | +1,135.4% | +4.1% | +1,131.3% | +1,042.5% |
| 5Y | +991.5% | +10.3% | +981.2% | +861.8% |
| 10Y | +3,695.8% | +203.2% | +3,492.7% | +1,676.8% |
| All | +16,011.1% | +1,975.7% | +14,035.4% | +2,200.3% |
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 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