+133.9%
HL vs STLA
-38.0%
+171.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +1.5% | +2.6% | -1.1% | +1.2% |
| 30D | +25.1% | -1.2% | +26.3% | +24.7% |
| 3M | +22.9% | -24.8% | +47.7% | +23.6% |
| 6M | -4.9% | -25.6% | +20.7% | -5.0% |
| YTD | +7.8% | -48.9% | +56.8% | +3.1% |
| 1Y | +133.9% | -38.8% | +172.7% | +129.0% |
| All | +133.9% | -38.0% | +171.9% | +129.0% |
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