+256.9%
HL vs STLA
+55.1%
+201.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.9% |
| 7D | -4.4% | -2.9% | -1.5% | -3.6% |
| 30D | +9.3% | +0.9% | +8.4% | +8.9% |
| 3M | +32.0% | -21.6% | +53.6% | +41.3% |
| 6M | -6.4% | -21.6% | +15.2% | +0.1% |
| YTD | +3.1% | -50.4% | +53.6% | +23.1% |
| 1Y | +77.6% | -43.6% | +121.1% | +100.2% |
| 3Y | +392.8% | -66.4% | +459.2% | +535.3% |
| 5Y | +234.1% | -62.3% | +296.4% | +299.1% |
| All | +256.9% | +55.1% | +201.8% | +241.4% |
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 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