+61.3%
HDB vs STLA
+21.0%
+40.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +13.7% | -6.4% | +20.1% | +15.5% |
| 30D | +15.8% | -1.3% | +17.2% | +15.8% |
| 3M | +9.2% | -19.9% | +29.2% | +14.7% |
| 6M | +3.2% | -42.9% | +46.1% | +17.4% |
| YTD | -29.4% | -59.4% | +30.0% | -13.7% |
| 1Y | -27.9% | -56.8% | +28.9% | -13.8% |
| 3Y | -5.9% | -73.1% | +67.2% | +23.0% |
| 5Y | -23.5% | -70.1% | +46.6% | -6.8% |
| 10Y | +61.3% | +19.8% | +41.5% | +38.2% |
| All | +61.3% | +21.0% | +40.3% | +38.2% |
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