+2,108.4%
STX vs HST
+143.8%
+1,964.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.6% | +10.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.1% |
| 30D | -26.8% | +13.4% | -40.1% | -29.9% |
| 3M | -32.7% | +16.7% | -49.4% | -36.4% |
| 6M | -33.7% | +24.0% | -57.8% | -39.2% |
| YTD | +101.0% | +54.0% | +47.0% | +69.2% |
| 1Y | +92.7% | +55.0% | +37.7% | +61.5% |
| 3Y | +708.7% | +89.3% | +619.4% | +522.7% |
| 5Y | +504.0% | +85.4% | +418.6% | +360.2% |
| 10Y | +2,108.4% | +137.1% | +1,971.2% | +1,466.1% |
| All | +2,108.4% | +143.8% | +1,964.6% | +1,466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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