+736.2%
HIG vs STLA
+150.0%
+586.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | +2.6% | -13.8% | +16.4% | +5.6% |
| 30D | +4.2% | -10.5% | +14.7% | +6.1% |
| 3M | +0.2% | -28.9% | +29.1% | +6.3% |
| 6M | +4.6% | -49.7% | +54.3% | +18.5% |
| YTD | +1.1% | -64.9% | +66.0% | +21.7% |
| 1Y | +4.7% | -64.0% | +68.7% | +24.9% |
| 3Y | +95.5% | -77.4% | +172.9% | +147.8% |
| 5Y | +111.7% | -74.4% | +186.1% | +154.3% |
| 10Y | +263.4% | -6.4% | +269.8% | +225.1% |
| All | +736.2% | +150.0% | +586.2% | +578.4% |
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 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