+9,929.9%
STX vs HL
+236.6%
+9,693.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.8% |
| 7D | +14.6% | -11.1% | +25.7% | +16.8% |
| 30D | -26.0% | -12.1% | -13.9% | -24.6% |
| 3M | -42.6% | -26.1% | -16.5% | -40.2% |
| 6M | -35.3% | -37.7% | +2.5% | -31.0% |
| YTD | +92.5% | -31.7% | +124.2% | +100.6% |
| 1Y | +102.4% | -11.6% | +114.0% | +102.2% |
| 3Y | +673.8% | +249.6% | +424.2% | +498.8% |
| 5Y | +463.1% | +108.5% | +354.5% | +352.6% |
| 10Y | +2,014.6% | +127.0% | +1,887.6% | +1,343.3% |
| All | +9,929.9% | +236.6% | +9,693.3% | +4,536.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling