+180.6%
HST vs STLA
+263.8%
-83.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | -1.0% | +2.6% | -3.6% | -1.8% |
| 30D | -12.3% | -1.2% | -11.0% | -12.2% |
| 3M | -6.4% | -24.8% | +18.4% | +0.3% |
| 6M | +15.0% | -25.6% | +40.6% | +23.1% |
| YTD | +30.5% | -48.9% | +79.5% | +52.3% |
| 1Y | +35.7% | -38.8% | +74.4% | +48.9% |
| 3Y | +68.4% | -64.5% | +132.9% | +108.3% |
| 5Y | +73.1% | -62.4% | +135.6% | +107.2% |
| 10Y | +92.7% | +55.4% | +37.3% | +69.0% |
| All | +180.6% | +263.8% | -83.2% | +123.1% |
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