+284.2%
HL vs STM
+656.4%
-372.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | +18.8% | -5.2% | +24.0% | +21.2% |
| 3M | +43.7% | -29.6% | +73.3% | +62.3% |
| 6M | -1.0% | +54.4% | -55.4% | -19.0% |
| YTD | +8.7% | +99.5% | -90.8% | -19.5% |
| 1Y | +105.0% | +100.8% | +4.2% | +50.3% |
| 3Y | +427.3% | +20.2% | +407.1% | +345.8% |
| 5Y | +249.3% | +21.1% | +228.1% | +180.2% |
| 10Y | +284.2% | +664.5% | -380.4% | +48.2% |
| All | +284.2% | +656.4% | -372.3% | +48.2% |
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