+331.1%
HBM vs STLA
-63.7%
+394.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.3% | -7.4% |
| 7D | -3.7% | -3.8% | +0.1% | -2.0% |
| 30D | -3.7% | -3.1% | -0.5% | -2.6% |
| 3M | +8.0% | -19.6% | +27.6% | +19.5% |
| 6M | +15.8% | -23.5% | +39.3% | +31.9% |
| YTD | +34.4% | -51.5% | +85.9% | +84.2% |
| 1Y | +98.2% | -39.7% | +137.8% | +135.5% |
| 3Y | +476.6% | -66.3% | +542.9% | +799.6% |
| 5Y | +331.1% | -63.1% | +394.2% | +501.8% |
| All | +331.1% | -63.7% | +394.8% | +501.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling