+481.0%
STX vs HWM
+606.1%
-125.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +16.8% | +11.1% | +5.7% | +11.4% |
| 30D | -27.0% | +3.0% | -30.0% | -27.9% |
| 3M | -37.9% | -20.7% | -17.2% | -31.4% |
| 6M | -32.5% | -17.2% | -15.3% | -27.0% |
| YTD | +98.6% | +9.1% | +89.5% | +87.5% |
| 1Y | +93.6% | +9.0% | +84.6% | +82.8% |
| 3Y | +699.1% | +353.8% | +345.2% | +254.2% |
| 5Y | +481.0% | +608.0% | -127.0% | +96.2% |
| All | +481.0% | +606.1% | -125.0% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling