-18.6%
HAL vs STT
+204.5%
-223.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -12.0% | -2.5% | -9.5% | -10.5% |
| 30D | +0.3% | -5.0% | +5.2% | +3.7% |
| 3M | -1.6% | -10.5% | +8.9% | +5.9% |
| 6M | -20.5% | +10.0% | -30.5% | -26.9% |
| YTD | +14.2% | +30.7% | -16.5% | -9.0% |
| 1Y | +18.9% | +43.8% | -24.9% | -12.0% |
| 3Y | -13.7% | +168.1% | -181.8% | -61.1% |
| 5Y | +42.2% | +101.4% | -59.2% | -26.0% |
| All | -18.6% | +204.5% | -223.1% | -71.6% |
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