+630.8%
HLT vs STT
+281.2%
+349.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.6% |
| 7D | -2.4% | +2.2% | -4.6% | -3.4% |
| 30D | -4.1% | +3.9% | -8.0% | -5.8% |
| 3M | -10.6% | +19.2% | -29.7% | -17.7% |
| 6M | +2.0% | +60.4% | -58.3% | -18.0% |
| YTD | +6.1% | +51.5% | -45.3% | -12.9% |
| 1Y | +9.8% | +76.3% | -66.5% | -16.3% |
| 3Y | +99.0% | +200.7% | -101.7% | +17.2% |
| 5Y | +151.5% | +157.5% | -6.0% | +53.3% |
| 10Y | +561.1% | +262.0% | +299.1% | +217.9% |
| All | +630.8% | +281.2% | +349.6% | +232.3% |
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