-17.4%
HAL vs STT
+198.7%
-216.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +2.6% | +5.1% | -2.5% | -1.0% |
| 30D | -0.1% | -0.2% | +0.1% | -0.2% |
| 3M | -1.1% | -8.1% | +7.0% | +4.5% |
| 6M | -20.7% | +16.6% | -37.4% | -30.3% |
| YTD | +17.5% | +37.8% | -20.3% | -10.0% |
| 1Y | +24.1% | +46.8% | -22.7% | -9.4% |
| 3Y | -8.4% | +181.2% | -189.5% | -60.2% |
| 5Y | +53.2% | +105.1% | -51.9% | -20.9% |
| All | -17.4% | +198.7% | -216.1% | -70.9% |
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