+1,939.0%
STX vs HWM
+1,165.4%
+773.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.0% |
| 7D | -28.5% | +3.3% | -31.8% | -29.2% |
| 30D | -42.9% | -7.6% | -35.3% | -41.3% |
| 3M | -45.9% | -28.9% | -17.0% | -39.6% |
| 6M | -41.3% | -19.7% | -21.6% | -37.2% |
| YTD | +67.9% | +0.5% | +67.4% | +66.3% |
| 1Y | +66.5% | +0.3% | +66.3% | +65.2% |
| 3Y | +588.0% | +325.8% | +262.1% | +316.9% |
| 5Y | +449.1% | +524.7% | -75.7% | +193.5% |
| 10Y | +1,982.8% | +1,491.8% | +491.1% | +675.4% |
| All | +1,939.0% | +1,165.4% | +773.6% | +674.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling