+2,994.9%
STX vs HLT
+643.8%
+2,351.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | +9.6% | -1.5% | +11.0% | +10.2% |
| 30D | +10.6% | -1.2% | +11.8% | +11.0% |
| 3M | +4.8% | -10.3% | +15.1% | +10.1% |
| 6M | +137.3% | +1.3% | +136.0% | +134.5% |
| YTD | +222.5% | +7.0% | +215.5% | +210.5% |
| 1Y | +366.2% | +11.9% | +354.4% | +337.4% |
| 3Y | +1,352.9% | +100.7% | +1,252.2% | +936.3% |
| 5Y | +1,077.4% | +147.5% | +929.9% | +647.0% |
| 10Y | +3,621.5% | +586.5% | +3,035.0% | +1,216.0% |
| All | +2,994.9% | +643.8% | +2,351.2% | +956.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling