-19.1%
HAL vs STLA
+21.0%
-40.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -7.9% | -6.4% | -1.5% | -5.4% |
| 30D | -2.1% | -1.3% | -0.7% | -2.4% |
| 3M | +0.4% | -19.9% | +20.4% | +8.4% |
| 6M | -19.2% | -42.9% | +23.6% | -0.2% |
| YTD | +14.4% | -59.4% | +73.8% | +59.0% |
| 1Y | +18.0% | -56.8% | +74.8% | +58.1% |
| 3Y | -9.7% | -73.1% | +63.4% | +41.5% |
| 5Y | +40.1% | -70.1% | +110.2% | +94.7% |
| 10Y | -19.1% | +19.8% | -38.9% | -36.8% |
| All | -19.1% | +21.0% | -40.1% | -36.8% |
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