+82.3%
HST vs STLA
-74.6%
+156.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +3.6% | -13.8% | +17.3% | +8.4% |
| 30D | +11.2% | -10.5% | +21.7% | +14.5% |
| 3M | +13.1% | -28.9% | +42.0% | +24.5% |
| 6M | +23.9% | -49.7% | +73.6% | +52.2% |
| YTD | +52.3% | -64.9% | +117.2% | +107.4% |
| 1Y | +56.7% | -64.0% | +120.7% | +110.3% |
| 3Y | +87.5% | -77.4% | +164.9% | +186.7% |
| All | +82.3% | -74.6% | +156.9% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling