+1,907.8%
STX vs HWM
+1,517.9%
+389.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | -17.3% | -1.8% | -15.5% | -16.4% |
| 30D | -35.9% | -2.7% | -33.2% | -35.3% |
| 3M | -37.3% | -22.7% | -14.6% | -32.0% |
| 6M | -35.8% | -18.9% | -16.9% | -31.4% |
| YTD | +82.7% | +7.1% | +75.7% | +77.3% |
| 1Y | +71.6% | +4.7% | +67.0% | +67.8% |
| 3Y | +635.3% | +345.6% | +289.7% | +339.2% |
| 5Y | +483.8% | +588.3% | -104.5% | +203.0% |
| All | +1,907.8% | +1,517.9% | +389.9% | +660.6% |
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