+261.2%
HL vs STT
+267.9%
-6.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.6% | -1.4% | -4.2% | -5.1% |
| 30D | +12.7% | +2.2% | +10.6% | +11.6% |
| 3M | +42.5% | +18.8% | +23.7% | +32.8% |
| 6M | -9.0% | +57.9% | -66.9% | -24.5% |
| YTD | +4.4% | +51.0% | -46.6% | -11.8% |
| 1Y | +82.7% | +77.1% | +5.5% | +45.2% |
| 3Y | +406.3% | +199.8% | +206.4% | +223.9% |
| 5Y | +238.2% | +156.0% | +82.2% | +119.9% |
| All | +261.2% | +267.9% | -6.6% | +97.5% |
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