+588.0%
STX vs HWM
+330.6%
+257.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.1% |
| 7D | -28.5% | +3.3% | -31.8% | -29.2% |
| 30D | -42.9% | -7.6% | -35.3% | -41.1% |
| 3M | -45.9% | -28.9% | -17.0% | -38.6% |
| 6M | -41.3% | -19.7% | -21.6% | -36.6% |
| YTD | +67.9% | +0.5% | +67.4% | +66.1% |
| 1Y | +66.5% | +0.3% | +66.3% | +64.9% |
| 3Y | +588.0% | +325.8% | +262.1% | +358.0% |
| All | +588.0% | +330.6% | +257.4% | +358.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling