+698.5%
STX vs HWM
+353.4%
+345.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +16.8% | +11.1% | +5.7% | +12.2% |
| 30D | -27.0% | +3.0% | -30.0% | -27.7% |
| 3M | -37.9% | -20.7% | -17.2% | -32.5% |
| 6M | -32.5% | -17.2% | -15.3% | -27.8% |
| YTD | +98.6% | +9.1% | +89.5% | +90.4% |
| 1Y | +93.6% | +9.0% | +84.6% | +85.6% |
| All | +698.5% | +353.4% | +345.1% | +414.9% |
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