+301.7%
HIG vs STLA
+55.1%
+246.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | -0.4% | +0.9% | -1.3% | -0.8% |
| 3M | +6.7% | -21.6% | +28.3% | +12.3% |
| 6M | +2.0% | -21.6% | +23.6% | +6.5% |
| YTD | +0.3% | -50.4% | +50.7% | +15.9% |
| 1Y | +4.2% | -43.6% | +47.8% | +14.9% |
| 3Y | +102.2% | -66.4% | +168.6% | +145.0% |
| 5Y | +118.5% | -62.3% | +180.8% | +146.1% |
| All | +301.7% | +55.1% | +246.7% | +219.2% |
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