+406.5%
HBAN vs STLA
+252.7%
+153.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | +2.1% | +0.7% | +1.3% | +1.8% |
| 30D | -4.5% | -2.4% | -2.1% | -4.2% |
| 3M | +2.6% | -23.9% | +26.4% | +9.4% |
| 6M | +4.7% | -24.6% | +29.4% | +11.4% |
| YTD | -1.5% | -50.5% | +49.0% | +15.6% |
| 1Y | -1.9% | -39.8% | +37.9% | +7.9% |
| 3Y | +75.2% | -65.6% | +140.8% | +118.2% |
| 5Y | +37.2% | -62.1% | +99.3% | +63.7% |
| 10Y | +156.6% | +47.8% | +108.8% | +131.5% |
| All | +406.5% | +252.7% | +153.8% | +353.8% |
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