-4.6%
STM vs HAL
+58.8%
-63.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.3% |
| 7D | +12.0% | +6.1% | +5.9% | +10.1% |
| 30D | -0.4% | +2.9% | -3.3% | -1.1% |
| 3M | -13.2% | +3.3% | -16.5% | -14.1% |
| 6M | -26.1% | -16.9% | -9.2% | -22.3% |
| YTD | +81.2% | +21.2% | +60.0% | +69.4% |
| 1Y | +98.3% | +27.5% | +70.8% | +82.7% |
| 3Y | +16.7% | -6.4% | +23.2% | +10.6% |
| All | -4.6% | +58.8% | -63.4% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling