+75.6%
HST vs STLA
-53.0%
+128.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.8% |
| 7D | +3.3% | -0.6% | +4.0% | +3.4% |
| 30D | +16.4% | +3.6% | +12.8% | +15.7% |
| 3M | +5.5% | -20.6% | +26.1% | +8.3% |
| 6M | +31.1% | -34.3% | +65.5% | +38.0% |
| YTD | +55.9% | -57.3% | +113.2% | +70.3% |
| 1Y | +75.6% | -52.6% | +128.3% | +86.3% |
| All | +75.6% | -53.0% | +128.6% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling