+3,343.4%
STX vs HL
+273.7%
+3,069.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | -2.3% | -4.4% | +2.1% | -1.6% |
| 30D | -5.5% | +9.3% | -14.8% | -7.1% |
| 3M | -4.3% | +32.0% | -36.3% | -8.6% |
| 6M | +115.6% | -6.4% | +122.1% | +115.4% |
| YTD | +202.2% | +3.1% | +199.1% | +196.4% |
| 1Y | +325.3% | +77.6% | +247.7% | +287.5% |
| 3Y | +1,283.9% | +392.8% | +891.1% | +981.0% |
| 5Y | +1,048.3% | +234.1% | +814.2% | +810.4% |
| All | +3,343.4% | +273.7% | +3,069.7% | +2,214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling