+1,391.3%
HD vs STLA
+263.8%
+1,127.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.7% |
| 7D | -2.1% | +2.6% | -4.6% | -2.5% |
| 30D | -8.4% | -1.2% | -7.2% | -8.3% |
| 3M | +4.3% | -24.8% | +29.1% | +9.2% |
| 6M | -11.1% | -25.6% | +14.4% | -7.0% |
| YTD | -4.7% | -48.9% | +44.3% | +5.5% |
| 1Y | -19.8% | -38.8% | +19.0% | -14.6% |
| 3Y | +4.1% | -64.5% | +68.6% | +19.3% |
| 5Y | +10.3% | -62.4% | +72.8% | +23.0% |
| 10Y | +203.2% | +55.4% | +147.8% | +177.7% |
| All | +1,391.3% | +263.8% | +1,127.5% | +1,226.9% |
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