+382.8%
HBAN vs STLA
+150.0%
+232.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +2.3% | -13.8% | +16.0% | +6.2% |
| 30D | +4.8% | -10.5% | +15.3% | +7.4% |
| 3M | -10.1% | -28.9% | +18.8% | -2.7% |
| 6M | +5.0% | -49.7% | +54.8% | +23.8% |
| YTD | -6.1% | -64.9% | +58.8% | +19.7% |
| 1Y | +4.6% | -64.0% | +68.6% | +32.1% |
| 3Y | +74.9% | -77.4% | +152.4% | +141.8% |
| 5Y | +21.4% | -74.4% | +95.9% | +59.5% |
| 10Y | +105.3% | -6.4% | +111.6% | +104.2% |
| All | +382.8% | +150.0% | +232.8% | +369.9% |
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