+96.1%
STM vs HLT
+12.2%
+83.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.4% |
| 7D | -1.1% | -2.6% | +1.5% | +0.3% |
| 30D | -7.8% | -2.6% | -5.2% | -6.9% |
| 3M | -28.2% | -9.4% | -18.8% | -24.2% |
| 6M | +52.0% | +2.7% | +49.2% | +45.8% |
| YTD | +96.4% | +6.8% | +89.6% | +85.5% |
| All | +96.1% | +12.2% | +83.9% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling