-19.1%
HAL vs STT
+211.9%
-231.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -2.2% |
| 7D | -7.9% | +0.9% | -8.8% | -8.7% |
| 30D | -2.1% | -2.3% | +0.3% | -0.7% |
| 3M | +0.4% | -7.0% | +7.4% | +5.1% |
| 6M | -19.2% | +15.5% | -34.7% | -28.4% |
| YTD | +14.4% | +35.6% | -21.2% | -11.4% |
| 1Y | +18.0% | +47.9% | -29.9% | -14.4% |
| 3Y | -9.7% | +181.1% | -190.8% | -60.8% |
| 5Y | +40.1% | +108.2% | -68.0% | -28.9% |
| 10Y | -19.1% | +201.0% | -220.1% | -72.1% |
| All | -19.1% | +211.9% | -231.0% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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