+123.8%
STX vs HWM
+5.4%
+118.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.3% | -3.8% | -6.3% |
| 7D | -20.2% | +9.4% | -29.6% | -23.3% |
| 30D | -37.2% | -7.0% | -30.2% | -35.1% |
| 3M | -34.1% | -25.9% | -8.2% | -23.2% |
| 6M | -24.5% | -10.8% | -13.6% | -21.9% |
| YTD | +102.9% | +4.3% | +98.6% | +75.5% |
| 1Y | +123.8% | +4.4% | +119.4% | +101.8% |
| All | +123.8% | +5.4% | +118.4% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling