+243.3%
HL vs STM
+20.9%
+222.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +7.1% | +5.2% | +1.9% | +5.1% |
| 30D | +21.4% | -7.4% | +28.8% | +24.8% |
| 3M | +37.4% | -30.6% | +68.1% | +55.3% |
| 6M | +0.4% | +66.4% | -66.0% | -19.2% |
| YTD | +6.7% | +101.1% | -94.5% | -19.8% |
| 1Y | +102.4% | +97.4% | +5.0% | +52.0% |
| 3Y | +417.4% | +21.1% | +396.3% | +346.5% |
| 5Y | +243.3% | +22.5% | +220.9% | +155.3% |
| All | +243.3% | +20.9% | +222.4% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling