-14.0%
HL vs STT
+48.2%
-62.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.2% |
| 7D | -7.6% | +5.1% | -12.7% | -11.4% |
| 30D | -17.5% | -0.2% | -17.3% | -17.1% |
| 3M | -26.2% | -8.1% | -18.1% | -21.6% |
| 6M | -35.1% | +16.6% | -51.7% | -42.4% |
| YTD | -30.4% | +37.8% | -68.2% | -48.0% |
| 1Y | -14.0% | +46.8% | -60.8% | -42.4% |
| All | -14.0% | +48.2% | -62.1% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling