+49.8%
HBM vs STLA
-53.0%
+102.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +2.5% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -18.5% | +3.6% | -22.1% | -19.5% |
| 3M | -10.3% | -20.6% | +10.4% | -3.8% |
| 6M | +2.1% | -34.3% | +36.4% | +17.3% |
| YTD | +12.0% | -57.3% | +69.3% | +34.7% |
| 1Y | +49.8% | -52.6% | +102.4% | +67.5% |
| All | +49.8% | -53.0% | +102.7% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling