+325.3%
STX vs HL
+82.6%
+242.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | -2.3% | -4.4% | +2.1% | -1.0% |
| 30D | -5.5% | +9.3% | -14.8% | -8.8% |
| 3M | -4.3% | +32.0% | -36.3% | -13.6% |
| 6M | +115.6% | -6.4% | +122.1% | +112.6% |
| YTD | +202.2% | +3.1% | +199.1% | +179.9% |
| 1Y | +325.3% | +77.6% | +247.7% | +238.0% |
| All | +325.3% | +82.6% | +242.7% | +238.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling