+1,077.4%
STX vs HL
+246.5%
+831.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.4% |
| 7D | +9.6% | +0.4% | +9.2% | +9.4% |
| 30D | +10.6% | +18.8% | -8.2% | +6.3% |
| 3M | +4.8% | +43.7% | -38.9% | -3.2% |
| 6M | +137.3% | -1.0% | +138.3% | +133.7% |
| YTD | +222.5% | +8.7% | +213.8% | +209.9% |
| 1Y | +366.2% | +105.0% | +261.2% | +301.9% |
| 3Y | +1,352.9% | +427.3% | +925.6% | +936.9% |
| 5Y | +1,077.4% | +249.3% | +828.1% | +752.1% |
| All | +1,077.4% | +246.5% | +831.0% | +752.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling