+1.2%
HAL vs STLA
+48.0%
-46.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.6% |
| 7D | +0.5% | +0.7% | -0.3% | 0.0% |
| 30D | +15.9% | -2.4% | +18.3% | +16.6% |
| 3M | -8.7% | -23.9% | +15.2% | +1.5% |
| 6M | +9.0% | -24.6% | +33.7% | +19.2% |
| YTD | +32.0% | -50.5% | +82.5% | +70.7% |
| 1Y | +72.5% | -39.8% | +112.3% | +98.3% |
| 3Y | -4.5% | -65.6% | +61.1% | +34.7% |
| 5Y | +109.7% | -62.1% | +171.8% | +164.0% |
| 10Y | +1.2% | +47.8% | -46.6% | -28.4% |
| All | +1.2% | +48.0% | -46.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling