+657.6%
STM vs HAL
+1.7%
+655.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -7.4% | +15.9% | -23.3% | -11.9% |
| 3M | -30.6% | -8.7% | -21.9% | -28.9% |
| 6M | +66.4% | +9.0% | +57.3% | +60.4% |
| YTD | +101.1% | +32.0% | +69.1% | +81.2% |
| 1Y | +97.4% | +72.5% | +24.9% | +61.2% |
| 3Y | +21.1% | -4.5% | +25.7% | +17.0% |
| 5Y | +22.5% | +109.7% | -87.2% | -15.2% |
| 10Y | +657.6% | +1.2% | +656.4% | +434.0% |
| All | +657.6% | +1.7% | +655.9% | +434.0% |
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