+16.7%
STM vs HLT
+133.3%
-116.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | +0.7% | +11.3% | +11.4% |
| 30D | -0.4% | +13.7% | -14.1% | -10.0% |
| 3M | -13.2% | +16.3% | -29.5% | -23.4% |
| 6M | -26.1% | +19.9% | -46.0% | -37.0% |
| YTD | +81.2% | +30.1% | +51.1% | +43.3% |
| 1Y | +98.3% | +38.5% | +59.8% | +47.7% |
| 3Y | +16.7% | +131.0% | -114.3% | -41.4% |
| All | +16.7% | +133.3% | -116.6% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling