+54.0%
HST vs STLA
-59.1%
+113.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +3.0% |
| 7D | +0.6% | -4.9% | +5.5% | +1.3% |
| 30D | +14.5% | -4.9% | +19.4% | +15.1% |
| 3M | +15.4% | -23.7% | +39.1% | +19.1% |
| 6M | +22.0% | -45.0% | +66.9% | +31.3% |
| YTD | +54.9% | -60.9% | +115.7% | +71.2% |
| 1Y | +54.0% | -58.9% | +112.8% | +67.5% |
| All | +54.0% | -59.1% | +113.1% | +67.5% |
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 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