+118.9%
HBM vs STLA
+150.0%
-31.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.2% | -13.8% | +16.0% | +8.5% |
| 30D | -11.8% | -10.5% | -1.3% | -8.3% |
| 3M | -19.2% | -28.9% | +9.7% | -8.6% |
| 6M | -22.9% | -49.7% | +26.9% | +0.6% |
| YTD | +7.8% | -64.9% | +72.7% | +58.4% |
| 1Y | +34.9% | -64.0% | +98.9% | +95.5% |
| 3Y | +422.2% | -77.4% | +499.6% | +779.3% |
| 5Y | +192.8% | -74.4% | +267.3% | +362.1% |
| 10Y | +281.1% | -6.4% | +287.5% | +304.7% |
| All | +118.9% | +150.0% | -31.1% | +135.0% |
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