+3.2%
HAL vs STT
+269.9%
-266.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +2.9% | +0.5% | +2.5% | +2.5% |
| 30D | +17.0% | +3.9% | +13.2% | +13.5% |
| 3M | -9.7% | +20.0% | -29.6% | -21.5% |
| 6M | +8.6% | +55.3% | -46.7% | -22.9% |
| YTD | +33.0% | +53.3% | -20.4% | -5.3% |
| 1Y | +68.3% | +74.7% | -6.4% | +8.0% |
| 3Y | +0.1% | +205.8% | -205.7% | -59.0% |
| 5Y | +102.6% | +145.0% | -42.4% | -8.8% |
| All | +3.2% | +269.9% | -266.7% | -68.7% |
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