+254.2%
HD vs STLA
+18.3%
+235.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.3% | -4.5% | +8.9% | +5.6% |
| 30D | +20.2% | -3.9% | +24.1% | +21.1% |
| 3M | -1.0% | -20.2% | +19.2% | +4.1% |
| 6M | +7.9% | -42.2% | +50.1% | +22.4% |
| YTD | +2.0% | -59.3% | +61.3% | +24.6% |
| 1Y | -4.3% | -56.1% | +51.8% | +14.3% |
| 3Y | +25.9% | -73.7% | +99.6% | +65.6% |
| 5Y | +5.8% | -70.3% | +76.1% | +30.3% |
| All | +254.2% | +18.3% | +235.9% | +223.0% |
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 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