+78.0%
HST vs STLA
-74.0%
+152.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.7% | -4.5% | +1.8% | -1.7% |
| 30D | +10.7% | -3.9% | +14.6% | +11.4% |
| 3M | +6.3% | -20.2% | +26.4% | +11.1% |
| 6M | +19.0% | -42.2% | +61.1% | +33.8% |
| YTD | +47.0% | -59.3% | +106.4% | +77.8% |
| 1Y | +53.4% | -56.1% | +109.5% | +80.8% |
| 3Y | +78.0% | -73.7% | +151.7% | +131.0% |
| All | +78.0% | -74.0% | +152.0% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling