+171.5%
HBM vs STLA
+253.3%
-81.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.4% |
| 7D | -3.3% | -2.9% | -0.4% | -2.2% |
| 30D | -4.8% | +0.9% | -5.8% | -5.5% |
| 3M | -0.4% | -21.6% | +21.2% | +9.4% |
| 6M | +17.9% | -21.6% | +39.5% | +30.2% |
| YTD | +33.7% | -50.4% | +84.1% | +72.7% |
| 1Y | +95.6% | -43.6% | +139.2% | +136.5% |
| 3Y | +458.1% | -66.4% | +524.5% | +708.1% |
| 5Y | +329.0% | -62.3% | +391.3% | +486.3% |
| 10Y | +588.2% | +51.8% | +536.4% | +522.3% |
| All | +171.5% | +253.3% | -81.8% | +156.2% |
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