+4.9%
STM vs HAL
-16.0%
+20.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -10.7% | -12.0% | +1.2% | -6.5% |
| 30D | -25.7% | +0.3% | -26.0% | -25.8% |
| 3M | -21.6% | -1.6% | -20.0% | -21.4% |
| 6M | -27.8% | -20.5% | -7.3% | -21.9% |
| YTD | +61.8% | +14.2% | +47.5% | +50.4% |
| 1Y | +78.1% | +18.9% | +59.2% | +62.6% |
| 3Y | +4.9% | -13.7% | +18.6% | -4.4% |
| All | +4.9% | -16.0% | +20.9% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling