+417.4%
HL vs STLA
-65.4%
+482.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | +7.1% | +0.7% | +6.3% | +6.9% |
| 30D | +21.4% | -2.4% | +23.8% | +21.8% |
| 3M | +37.4% | -23.9% | +61.3% | +43.7% |
| 6M | +0.4% | -24.6% | +25.0% | +5.1% |
| YTD | +6.7% | -50.5% | +57.2% | +17.4% |
| 1Y | +102.4% | -39.8% | +142.2% | +109.7% |
| 3Y | +417.4% | -65.6% | +483.0% | +511.2% |
| All | +417.4% | -65.4% | +482.8% | +511.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling