+3,896.9%
STX vs HWM
+1,323.5%
+2,573.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -10.7% | +17.2% | +10.1% |
| 7D | +10.7% | -9.2% | +19.9% | +13.8% |
| 30D | +11.3% | -17.9% | +29.1% | +18.3% |
| 3M | +3.2% | -6.0% | +9.3% | +5.0% |
| 6M | +157.0% | -7.4% | +164.3% | +161.7% |
| YTD | +229.2% | +13.1% | +216.1% | +213.6% |
| 1Y | +381.8% | +29.3% | +352.5% | +339.3% |
| 3Y | +1,383.2% | +389.9% | +993.3% | +756.6% |
| 5Y | +1,144.9% | +655.5% | +489.3% | +526.4% |
| All | +3,896.9% | +1,323.5% | +2,573.3% | +1,360.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling