+248.1%
HD vs STLA
-3.1%
+251.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +0.7% |
| 7D | -0.5% | -13.1% | +12.6% | +3.0% |
| 30D | +18.5% | -13.3% | +31.7% | +22.4% |
| 3M | +2.2% | -27.9% | +30.0% | +10.1% |
| 6M | +13.8% | -47.8% | +61.7% | +32.5% |
| YTD | +3.4% | -64.6% | +68.0% | +30.8% |
| 1Y | -3.5% | -64.0% | +60.5% | +21.2% |
| 3Y | +29.0% | -76.8% | +105.8% | +75.1% |
| 5Y | +6.1% | -74.2% | +80.2% | +35.3% |
| All | +248.1% | -3.1% | +251.2% | +261.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling