+92.7%
STX vs HWM
+7.8%
+84.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.3% | +7.7% | +8.8% |
| 7D | -1.0% | +5.0% | -5.9% | -2.9% |
| 30D | -26.8% | +1.5% | -28.3% | -27.1% |
| 3M | -32.7% | -20.3% | -12.4% | -24.6% |
| 6M | -33.7% | -18.0% | -15.7% | -26.8% |
| YTD | +101.0% | +9.5% | +91.5% | +72.0% |
| 1Y | +92.7% | +7.5% | +85.2% | +71.3% |
| All | +92.7% | +7.8% | +84.9% | +71.3% |
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