+1,092.8%
STX vs HLT
+145.1%
+947.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.5% |
| 7D | +8.0% | -2.6% | +10.6% | +9.3% |
| 30D | +5.1% | -2.6% | +7.7% | +6.2% |
| 3M | +5.8% | -9.4% | +15.2% | +11.0% |
| 6M | +124.9% | +2.7% | +122.2% | +120.2% |
| YTD | +213.9% | +6.8% | +207.1% | +200.7% |
| 1Y | +350.4% | +12.4% | +338.0% | +317.6% |
| 3Y | +1,314.2% | +100.2% | +1,214.0% | +868.4% |
| 5Y | +1,092.8% | +143.7% | +949.1% | +608.1% |
| All | +1,092.8% | +145.1% | +947.7% | +608.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling