+191.9%
HL vs STLA
+168.9%
+23.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -5.6% | -11.6% | +6.1% | -3.1% |
| 30D | -16.2% | -6.2% | -10.0% | -15.0% |
| 3M | -20.5% | -24.6% | +4.1% | -16.0% |
| 6M | -31.7% | -44.9% | +13.2% | -23.1% |
| YTD | -26.4% | -62.3% | +35.9% | -12.3% |
| 1Y | -4.3% | -61.8% | +57.5% | +13.5% |
| 3Y | +276.9% | -75.3% | +352.2% | +375.5% |
| 5Y | +124.1% | -72.5% | +196.6% | +171.4% |
| 10Y | +144.6% | +0.8% | +143.9% | +147.0% |
| All | +191.9% | +168.9% | +23.0% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling