-4.9%
HL vs STM
+62.8%
-67.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.3% |
| 7D | +1.5% | +5.8% | -4.3% | -0.8% |
| 30D | +25.1% | -1.0% | +26.1% | +25.3% |
| 3M | +22.9% | -33.3% | +56.2% | +43.1% |
| 6M | -4.9% | +57.4% | -62.3% | -30.6% |
| All | -4.9% | +62.8% | -67.7% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling