+1,883.6%
STX vs HST
+142.8%
+1,740.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -28.5% | -2.7% | -25.8% | -27.5% |
| 30D | -42.9% | +10.7% | -53.6% | -44.9% |
| 3M | -45.9% | +6.3% | -52.2% | -47.1% |
| 6M | -41.3% | +19.0% | -60.3% | -45.3% |
| YTD | +67.9% | +47.0% | +20.9% | +43.9% |
| 1Y | +66.5% | +53.4% | +13.1% | +40.1% |
| 3Y | +588.0% | +78.0% | +510.0% | +441.9% |
| 5Y | +449.1% | +71.7% | +377.4% | +330.0% |
| All | +1,883.6% | +142.8% | +1,740.8% | +1,353.7% |
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