+2,071.0%
STX vs HWM
+1,636.6%
+434.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.1% | +4.7% | +8.0% |
| 7D | -14.8% | +1.6% | -16.4% | -14.8% |
| 30D | -35.4% | -3.9% | -31.4% | -34.4% |
| 3M | -37.7% | -23.2% | -14.4% | -32.2% |
| 6M | -35.2% | -20.0% | -15.2% | -30.5% |
| YTD | +84.4% | +5.7% | +78.7% | +79.7% |
| 1Y | +82.3% | +4.9% | +77.4% | +78.2% |
| 3Y | +646.2% | +347.0% | +299.2% | +344.5% |
| 5Y | +487.4% | +563.0% | -75.6% | +207.6% |
| 10Y | +2,071.0% | +1,579.2% | +491.9% | +675.5% |
| All | +2,071.0% | +1,636.6% | +434.4% | +675.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling