+42.3%
HL vs STM
+2,025.5%
-1,983.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.6% |
| 7D | -7.6% | +16.3% | -23.9% | -11.0% |
| 30D | -17.5% | -6.3% | -11.2% | -16.5% |
| 3M | -26.2% | -14.1% | -12.1% | -23.9% |
| 6M | -35.1% | -19.6% | -15.5% | -32.5% |
| YTD | -30.4% | +80.1% | -110.5% | -40.4% |
| 1Y | -14.0% | +95.4% | -109.3% | -27.7% |
| 3Y | +256.3% | +14.7% | +241.6% | +227.5% |
| 5Y | +112.5% | -5.4% | +117.9% | +100.3% |
| 10Y | +131.3% | +465.5% | -334.2% | +49.2% |
| All | +42.3% | +2,025.5% | -1,983.2% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling