+121.3%
HBM vs STLA
-38.0%
+159.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | -6.4% | +2.6% | -8.9% | -7.1% |
| 30D | +5.9% | -1.2% | +7.2% | +6.1% |
| 3M | -8.9% | -24.8% | +15.9% | -1.2% |
| 6M | +10.7% | -25.6% | +36.2% | +19.5% |
| YTD | +38.3% | -48.9% | +87.2% | +54.9% |
| 1Y | +121.3% | -38.8% | +160.1% | +147.4% |
| All | +121.3% | -38.0% | +159.4% | +147.4% |
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