+156.5%
HL vs STM
-9.8%
+166.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.8% | -2.2% | +2.0% |
| 7D | +13.8% | -5.6% | +19.4% | +15.5% |
| 30D | -9.7% | -14.4% | +4.7% | -4.8% |
| 3M | -8.5% | -20.5% | +11.9% | -1.4% |
| 6M | -17.2% | -24.5% | +7.3% | -10.3% |
| YTD | -19.6% | +72.7% | -92.3% | -36.8% |
| 1Y | +11.1% | +91.0% | -79.9% | -15.8% |
| 3Y | +299.7% | +13.5% | +286.2% | +250.1% |
| 5Y | +156.5% | -9.2% | +165.7% | +105.6% |
| All | +156.5% | -9.8% | +166.3% | +105.6% |
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