+216.1%
HST vs STLA
+189.9%
+26.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.7% | -4.5% | +1.8% | -1.5% |
| 30D | +10.7% | -3.9% | +14.6% | +11.5% |
| 3M | +6.3% | -20.2% | +26.4% | +11.7% |
| 6M | +19.0% | -42.2% | +61.1% | +35.6% |
| YTD | +47.0% | -59.3% | +106.4% | +80.9% |
| 1Y | +53.4% | -56.1% | +109.5% | +84.3% |
| 3Y | +78.0% | -73.7% | +151.7% | +136.8% |
| 5Y | +71.7% | -70.3% | +142.0% | +117.4% |
| 10Y | +146.2% | +23.1% | +123.1% | +128.3% |
| All | +216.1% | +189.9% | +26.3% | +165.0% |
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 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