-34.4%
HDB vs STLA
-38.0%
+3.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.4% | +2.6% | -2.1% | +0.2% |
| 30D | -2.8% | -1.2% | -1.6% | -2.8% |
| 3M | -3.5% | -24.8% | +21.2% | -1.4% |
| 6M | -24.7% | -25.6% | +0.9% | -23.2% |
| YTD | -36.6% | -48.9% | +12.4% | -34.9% |
| 1Y | -34.4% | -38.8% | +4.4% | -33.4% |
| All | -34.4% | -38.0% | +3.6% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling