+243.3%
HL vs STT
+150.3%
+93.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.5% |
| 7D | +7.1% | +2.2% | +4.9% | +6.0% |
| 30D | +21.4% | +3.9% | +17.5% | +19.0% |
| 3M | +37.4% | +19.2% | +18.3% | +26.2% |
| 6M | +0.4% | +60.4% | -60.0% | -20.0% |
| YTD | +6.7% | +51.5% | -44.8% | -12.7% |
| 1Y | +102.4% | +76.3% | +26.1% | +54.8% |
| 3Y | +417.4% | +200.7% | +216.7% | +203.8% |
| 5Y | +243.3% | +157.5% | +85.9% | +81.2% |
| All | +243.3% | +150.3% | +93.0% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling