-6.4%
HAL vs STLA
-77.1%
+70.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +6.1% | -13.8% | +19.9% | +8.9% |
| 30D | +2.9% | -10.5% | +13.4% | +4.6% |
| 3M | +3.3% | -28.9% | +32.2% | +9.5% |
| 6M | -16.9% | -49.7% | +32.8% | -5.8% |
| YTD | +21.2% | -64.9% | +86.1% | +48.5% |
| 1Y | +27.5% | -64.0% | +91.6% | +54.6% |
| 3Y | -6.4% | -77.4% | +71.0% | +17.1% |
| All | -6.4% | -77.1% | +70.7% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling