+630.8%
HLT vs STLA
+112.6%
+518.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.3% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | -4.1% | -2.4% | -1.7% | -3.7% |
| 3M | -10.6% | -23.9% | +13.3% | -4.1% |
| 6M | +2.0% | -24.6% | +26.7% | +9.3% |
| YTD | +6.1% | -50.5% | +56.6% | +26.5% |
| 1Y | +9.8% | -39.8% | +49.7% | +21.7% |
| 3Y | +99.0% | -65.6% | +164.6% | +150.8% |
| 5Y | +151.5% | -62.1% | +213.6% | +198.7% |
| 10Y | +561.1% | +47.8% | +513.3% | +417.7% |
| All | +630.8% | +112.6% | +518.1% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling