+0.8%
HL vs STT
+6,607.8%
-6,607.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | -11.1% | +4.8% | -15.9% | -12.0% |
| 30D | -12.1% | +3.9% | -16.0% | -12.7% |
| 3M | -26.1% | -8.2% | -17.9% | -24.7% |
| 6M | -37.7% | +15.6% | -53.3% | -39.5% |
| YTD | -31.7% | +37.6% | -69.3% | -36.0% |
| 1Y | -11.6% | +50.1% | -61.8% | -18.6% |
| 3Y | +249.6% | +183.1% | +66.6% | +182.0% |
| 5Y | +108.5% | +104.8% | +3.7% | +76.9% |
| 10Y | +127.0% | +201.9% | -74.9% | +74.4% |
| All | +0.8% | +6,607.8% | -6,607.0% | -24.8% |
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