+1,808.6%
STM vs HAL
+563.8%
+1,244.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -10.7% | -12.0% | +1.2% | -7.1% |
| 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% | -23.0% |
| YTD | +61.8% | +14.2% | +47.5% | +53.3% |
| 1Y | +78.1% | +18.9% | +59.2% | +66.7% |
| 3Y | +4.9% | -13.7% | +18.6% | +5.8% |
| 5Y | -14.3% | +42.2% | -56.4% | -29.8% |
| 10Y | +414.1% | -16.7% | +430.8% | +324.6% |
| All | +1,808.6% | +563.8% | +1,244.8% | +636.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling