+655.9%
STM vs HLT
+590.2%
+65.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.4% | -1.6% | +0.2% | -0.3% |
| 30D | -4.9% | -5.0% | +0.1% | -1.8% |
| 3M | -34.0% | -10.4% | -23.6% | -29.1% |
| 6M | +51.8% | +3.2% | +48.6% | +47.2% |
| YTD | +99.4% | +6.7% | +92.6% | +89.0% |
| 1Y | +99.1% | +10.3% | +88.8% | +83.6% |
| 3Y | +19.5% | +99.3% | -79.9% | -26.1% |
| 5Y | +19.5% | +143.7% | -124.2% | -36.6% |
| All | +655.9% | +590.2% | +65.6% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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