+120.4%
HL vs STM
+2,285.7%
-2,165.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.0% |
| 7D | +1.5% | +5.8% | -4.3% | +0.1% |
| 30D | +25.1% | -1.0% | +26.1% | +25.3% |
| 3M | +22.9% | -33.3% | +56.2% | +34.6% |
| 6M | -4.9% | +57.4% | -62.3% | -15.7% |
| YTD | +7.8% | +102.2% | -94.4% | -9.8% |
| 1Y | +133.9% | +99.6% | +34.3% | +95.6% |
| 3Y | +380.9% | +14.5% | +366.4% | +342.7% |
| 5Y | +230.2% | +21.4% | +208.8% | +195.1% |
| 10Y | +265.6% | +695.0% | -429.4% | +121.5% |
| All | +120.4% | +2,285.7% | -2,165.3% | +12.4% |
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