+422.2%
HBM vs STLA
-77.1%
+499.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.2% | -13.8% | +16.0% | +8.1% |
| 30D | -11.8% | -10.5% | -1.3% | -8.4% |
| 3M | -19.2% | -28.9% | +9.7% | -8.9% |
| 6M | -22.9% | -49.7% | +26.9% | 0.0% |
| YTD | +7.8% | -64.9% | +72.7% | +56.0% |
| 1Y | +34.9% | -64.0% | +98.9% | +92.2% |
| 3Y | +422.2% | -77.4% | +499.6% | +729.5% |
| All | +422.2% | -77.1% | +499.3% | +729.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling