+59.1%
HL vs STT
+7,372.9%
-7,313.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +25.1% | +3.9% | +21.2% | +24.0% |
| 3M | +22.9% | +20.0% | +2.9% | +18.3% |
| 6M | -4.9% | +55.3% | -60.2% | -13.4% |
| YTD | +7.8% | +53.3% | -45.5% | -1.5% |
| 1Y | +133.9% | +74.7% | +59.2% | +108.2% |
| 3Y | +380.9% | +205.8% | +175.1% | +280.8% |
| 5Y | +230.2% | +145.0% | +85.2% | +169.6% |
| 10Y | +265.6% | +266.0% | -0.4% | +170.2% |
| All | +59.1% | +7,372.9% | -7,313.8% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling