+384.6%
HBAN vs STLA
+168.9%
+215.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.2% |
| 7D | -1.1% | -11.6% | +10.5% | +2.1% |
| 30D | +3.1% | -6.2% | +9.3% | +4.4% |
| 3M | -9.8% | -24.6% | +14.8% | -3.8% |
| 6M | +1.4% | -44.9% | +46.3% | +16.7% |
| YTD | -5.8% | -62.3% | +56.5% | +18.0% |
| 1Y | +4.2% | -61.8% | +66.0% | +29.8% |
| 3Y | +74.9% | -75.3% | +150.2% | +136.3% |
| 5Y | +21.7% | -72.5% | +94.2% | +56.9% |
| 10Y | +106.1% | +0.8% | +105.3% | +101.2% |
| All | +384.6% | +168.9% | +215.7% | +363.0% |
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