+130.0%
HL vs STLA
-4.1%
+134.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -11.1% | -13.8% | +2.6% | -6.8% |
| 30D | -12.1% | -10.5% | -1.5% | -9.0% |
| 3M | -26.1% | -28.9% | +2.8% | -18.2% |
| 6M | -37.7% | -49.7% | +12.0% | -23.5% |
| YTD | -31.7% | -64.9% | +33.2% | -8.9% |
| 1Y | -11.6% | -64.0% | +52.4% | +16.4% |
| 3Y | +249.6% | -77.4% | +327.1% | +415.6% |
| 5Y | +108.5% | -74.4% | +183.0% | +182.6% |
| All | +130.0% | -4.1% | +134.1% | +85.8% |
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