+16,011.1%
STX vs HL
+431.4%
+15,579.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.7% |
| 7D | +2.4% | +1.5% | +0.9% | +2.0% |
| 30D | +1.4% | +25.1% | -23.7% | -2.8% |
| 3M | -8.2% | +22.9% | -31.1% | -11.7% |
| 6M | +127.0% | -4.9% | +131.9% | +126.7% |
| YTD | +209.1% | +7.8% | +201.3% | +200.6% |
| 1Y | +365.4% | +133.9% | +231.5% | +297.9% |
| 3Y | +1,135.4% | +380.9% | +754.5% | +807.3% |
| 5Y | +991.5% | +230.2% | +761.3% | +716.5% |
| 10Y | +3,695.8% | +265.6% | +3,430.3% | +2,287.5% |
| All | +16,011.1% | +431.4% | +15,579.7% | +6,845.6% |
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 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