+422.5%
STM vs HAL
-18.5%
+441.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.6% | +6.7% |
| 7D | -5.6% | -7.9% | +2.3% | -2.9% |
| 30D | -14.4% | -2.1% | -12.4% | -13.8% |
| 3M | -20.5% | +0.4% | -20.9% | -20.8% |
| 6M | -24.5% | -19.2% | -5.3% | -19.5% |
| YTD | +72.7% | +14.4% | +58.3% | +62.9% |
| 1Y | +91.0% | +18.0% | +73.1% | +78.2% |
| 3Y | +13.5% | -9.7% | +23.2% | +12.0% |
| 5Y | -9.2% | +40.1% | -49.3% | -27.5% |
| 10Y | +422.5% | -19.1% | +441.6% | +296.0% |
| All | +422.5% | -18.5% | +441.0% | +296.0% |
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