+105.3%
HAL vs STLA
-62.4%
+167.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | +2.9% | +2.6% | +0.4% | +2.2% |
| 30D | +17.0% | -1.2% | +18.3% | +17.1% |
| 3M | -9.7% | -24.8% | +15.1% | -3.2% |
| 6M | +8.6% | -25.6% | +34.2% | +15.3% |
| YTD | +33.0% | -48.9% | +81.9% | +56.1% |
| 1Y | +68.3% | -38.8% | +107.1% | +83.5% |
| 3Y | +0.1% | -64.5% | +64.6% | +23.2% |
| All | +105.3% | -62.4% | +167.6% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling