+465.1%
STM vs HAL
-13.9%
+479.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.4% |
| 7D | +12.0% | +6.1% | +5.9% | +9.9% |
| 30D | -0.4% | +2.9% | -3.3% | -1.2% |
| 3M | -13.2% | +3.3% | -16.5% | -14.3% |
| 6M | -26.1% | -16.9% | -9.2% | -21.8% |
| YTD | +81.2% | +21.2% | +60.0% | +67.6% |
| 1Y | +98.3% | +27.5% | +70.8% | +80.4% |
| 3Y | +16.7% | -6.4% | +23.2% | +13.9% |
| 5Y | -4.8% | +58.0% | -62.9% | -27.1% |
| All | +465.1% | -13.9% | +479.0% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling