+673.8%
STX vs HST
+87.2%
+586.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +14.6% | +3.6% | +11.0% | +12.6% |
| 30D | -26.0% | +11.2% | -37.2% | -29.2% |
| 3M | -42.6% | +13.1% | -55.7% | -45.7% |
| 6M | -35.3% | +23.9% | -59.2% | -42.2% |
| YTD | +92.5% | +52.3% | +40.2% | +53.0% |
| 1Y | +102.4% | +56.7% | +45.7% | +57.8% |
| 3Y | +673.8% | +87.5% | +586.3% | +416.2% |
| All | +673.8% | +87.2% | +586.7% | +416.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling