-11.6%
HL vs STLA
-64.5%
+52.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | -11.1% | -13.8% | +2.6% | -8.4% |
| 30D | -12.1% | -10.5% | -1.5% | -9.9% |
| 3M | -26.1% | -28.9% | +2.8% | -22.0% |
| 6M | -37.7% | -49.7% | +12.0% | -32.8% |
| YTD | -31.7% | -64.9% | +33.2% | -30.6% |
| 1Y | -11.6% | -64.0% | +52.4% | -11.3% |
| All | -11.6% | -64.5% | +52.8% | -11.3% |
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