-37.7%
HL vs STLA
-47.7%
+10.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.4% |
| 7D | -11.1% | -13.8% | +2.6% | -4.4% |
| 30D | -12.1% | -10.5% | -1.5% | -6.9% |
| 3M | -26.1% | -28.9% | +2.8% | -13.1% |
| 6M | -37.7% | -49.7% | +12.0% | -6.8% |
| All | -37.7% | -47.7% | +10.0% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling