+99.8%
HST vs STLA
+48.0%
+51.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +1.2% |
| 7D | +2.0% | +0.7% | +1.2% | +1.6% |
| 30D | -5.2% | -2.4% | -2.9% | -4.8% |
| 3M | -6.2% | -23.9% | +17.6% | +2.4% |
| 6M | +20.4% | -24.6% | +45.1% | +31.0% |
| YTD | +30.6% | -50.5% | +81.1% | +62.4% |
| 1Y | +37.4% | -39.8% | +77.2% | +55.6% |
| 3Y | +66.1% | -65.6% | +131.7% | +122.9% |
| 5Y | +73.7% | -62.1% | +135.8% | +116.8% |
| 10Y | +99.8% | +47.8% | +52.0% | +77.7% |
| All | +99.8% | +48.0% | +51.8% | +77.7% |
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