+10,249.8%
STX vs HL
+243.0%
+10,006.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.3% |
| 7D | +16.8% | -7.6% | +24.5% | +18.3% |
| 30D | -27.0% | -17.5% | -9.6% | -24.9% |
| 3M | -37.9% | -26.2% | -11.6% | -35.3% |
| 6M | -32.5% | -35.1% | +2.6% | -28.5% |
| YTD | +98.6% | -30.4% | +129.0% | +106.4% |
| 1Y | +93.6% | -14.0% | +107.5% | +94.2% |
| 3Y | +699.1% | +256.3% | +442.7% | +516.4% |
| 5Y | +481.0% | +112.5% | +368.5% | +365.6% |
| 10Y | +2,082.0% | +131.3% | +1,950.7% | +1,384.7% |
| All | +10,249.8% | +243.0% | +10,006.7% | +4,669.1% |
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