+100.8%
STM vs HAL
+72.7%
+28.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | -5.2% | +10.9% | -16.0% | -6.6% |
| 3M | -29.6% | -5.8% | -23.8% | -29.0% |
| 6M | +54.4% | +8.1% | +46.2% | +53.2% |
| YTD | +99.5% | +33.2% | +66.3% | +93.2% |
| 1Y | +100.8% | +74.2% | +26.6% | +92.3% |
| All | +100.8% | +72.7% | +28.0% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling