+85.4%
HAL vs STLA
+189.9%
-104.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -12.0% | -4.5% | -7.4% | -10.9% |
| 30D | +0.3% | -3.9% | +4.2% | +0.9% |
| 3M | -1.6% | -20.2% | +18.6% | +3.9% |
| 6M | -20.5% | -42.2% | +21.7% | -8.3% |
| YTD | +14.2% | -59.3% | +73.5% | +43.3% |
| 1Y | +18.9% | -56.1% | +74.9% | +44.9% |
| 3Y | -13.7% | -73.7% | +59.9% | +18.5% |
| 5Y | +42.2% | -70.3% | +112.5% | +82.4% |
| 10Y | -16.7% | +23.1% | -39.8% | -21.7% |
| All | +85.4% | +189.9% | -104.5% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling