+231.0%
HST vs STLA
+168.9%
+62.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | -1.3% | -11.6% | +10.3% | +2.0% |
| 30D | +13.4% | -6.2% | +19.5% | +14.8% |
| 3M | +16.7% | -24.6% | +41.3% | +24.5% |
| 6M | +24.0% | -44.9% | +68.9% | +43.0% |
| YTD | +54.0% | -62.3% | +116.2% | +93.1% |
| 1Y | +55.0% | -61.8% | +116.8% | +93.3% |
| 3Y | +89.3% | -75.3% | +164.7% | +156.1% |
| 5Y | +85.4% | -72.5% | +157.9% | +139.5% |
| 10Y | +137.1% | +0.8% | +136.4% | +128.6% |
| All | +231.0% | +168.9% | +62.1% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling