+249.3%
HL vs STLA
-63.2%
+312.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +18.8% | -5.2% | +24.0% | +20.3% |
| 3M | +43.7% | -24.9% | +68.6% | +54.1% |
| 6M | -1.0% | -25.2% | +24.1% | +6.1% |
| YTD | +8.7% | -51.4% | +60.1% | +27.1% |
| 1Y | +105.0% | -40.7% | +145.7% | +121.2% |
| 3Y | +427.3% | -66.3% | +493.5% | +570.6% |
| 5Y | +249.3% | -63.2% | +312.5% | +288.9% |
| All | +249.3% | -63.2% | +312.5% | +288.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling