+3,343.4%
STX vs HLT
+590.2%
+2,753.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.3% | -1.6% | -0.6% | -1.6% |
| 30D | -5.5% | -5.0% | -0.4% | -3.5% |
| 3M | -4.3% | -10.4% | +6.1% | +0.3% |
| 6M | +115.6% | +3.2% | +112.4% | +111.5% |
| YTD | +202.2% | +6.7% | +195.5% | +191.8% |
| 1Y | +325.3% | +10.3% | +315.0% | +302.8% |
| 3Y | +1,283.9% | +99.3% | +1,184.6% | +908.2% |
| 5Y | +1,048.3% | +143.7% | +904.6% | +654.8% |
| All | +3,343.4% | +590.2% | +2,753.2% | +1,394.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling