+138.4%
HLT vs STT
+156.7%
-18.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -5.0% | +1.7% | -6.8% | -5.8% |
| 3M | -10.4% | +17.9% | -28.3% | -17.1% |
| 6M | +3.2% | +55.3% | -52.0% | -15.8% |
| YTD | +6.7% | +52.7% | -45.9% | -12.7% |
| 1Y | +10.3% | +75.7% | -65.4% | -15.8% |
| 3Y | +99.3% | +197.9% | -98.6% | +17.5% |
| All | +138.4% | +156.7% | -18.3% | +39.9% |
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