+130.0%
HL vs STM
+470.7%
-340.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -11.1% | +12.0% | -23.1% | -15.1% |
| 30D | -12.1% | -0.4% | -11.7% | -12.7% |
| 3M | -26.1% | -13.2% | -12.9% | -22.8% |
| 6M | -37.7% | -26.1% | -11.7% | -32.0% |
| YTD | -31.7% | +81.2% | -112.9% | -48.0% |
| 1Y | -11.6% | +98.3% | -110.0% | -35.1% |
| 3Y | +249.6% | +16.7% | +232.9% | +197.1% |
| 5Y | +108.5% | -4.8% | +113.4% | +83.2% |
| All | +130.0% | +470.7% | -340.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling