+19.6%
STM vs HLT
+99.5%
-80.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.5% |
| 7D | +1.7% | -1.5% | +3.1% | +2.8% |
| 30D | -5.2% | -1.2% | -3.9% | -4.8% |
| 3M | -29.6% | -10.3% | -19.3% | -23.6% |
| 6M | +54.4% | +1.3% | +53.1% | +49.9% |
| YTD | +99.5% | +7.0% | +92.5% | +84.9% |
| 1Y | +100.8% | +11.9% | +88.9% | +77.9% |
| All | +19.6% | +99.5% | -80.0% | -32.8% |
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