+575.2%
HLT vs STLA
+55.1%
+520.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | -5.0% | +0.9% | -6.0% | -5.6% |
| 3M | -10.4% | -21.6% | +11.2% | -4.3% |
| 6M | +3.2% | -21.6% | +24.9% | +9.7% |
| YTD | +6.7% | -50.4% | +57.2% | +28.5% |
| 1Y | +10.3% | -43.6% | +53.8% | +25.5% |
| 3Y | +99.3% | -66.4% | +165.7% | +156.9% |
| 5Y | +143.7% | -62.3% | +206.0% | +191.2% |
| All | +575.2% | +55.1% | +520.2% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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