+115.8%
HAL vs STLA
+263.8%
-148.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | +2.9% | +2.6% | +0.4% | +2.1% |
| 30D | +17.0% | -1.2% | +18.3% | +17.1% |
| 3M | -9.7% | -24.8% | +15.1% | -2.4% |
| 6M | +8.6% | -25.6% | +34.2% | +16.3% |
| YTD | +33.0% | -48.9% | +81.9% | +57.3% |
| 1Y | +68.3% | -38.8% | +107.1% | +85.7% |
| 3Y | +0.1% | -64.5% | +64.6% | +26.5% |
| 5Y | +102.6% | -62.4% | +165.1% | +144.6% |
| 10Y | +3.8% | +55.4% | -51.6% | -8.1% |
| All | +115.8% | +263.8% | -148.0% | +86.6% |
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 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