+134.4%
HL vs STT
+198.7%
-64.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | -7.6% | +5.1% | -12.7% | -9.5% |
| 30D | -17.5% | -0.2% | -17.3% | -17.2% |
| 3M | -26.2% | -8.1% | -18.1% | -23.5% |
| 6M | -35.1% | +16.6% | -51.7% | -38.8% |
| YTD | -30.4% | +37.8% | -68.2% | -38.8% |
| 1Y | -14.0% | +46.8% | -60.8% | -26.1% |
| 3Y | +256.3% | +181.2% | +75.2% | +134.5% |
| 5Y | +112.5% | +105.1% | +7.4% | +50.6% |
| All | +134.4% | +198.7% | -64.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling