-25.3%
HDB vs STLA
-70.1%
+44.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +13.3% | -4.5% | +17.9% | +14.3% |
| 30D | +13.6% | -3.9% | +17.5% | +14.1% |
| 3M | +5.8% | -20.2% | +25.9% | +10.0% |
| 6M | -1.9% | -42.2% | +40.3% | +8.3% |
| YTD | -31.2% | -59.3% | +28.1% | -19.5% |
| 1Y | -29.6% | -56.1% | +26.5% | -19.3% |
| 3Y | -10.1% | -73.7% | +63.6% | +14.1% |
| All | -25.3% | -70.1% | +44.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling