+779.5%
STM vs HLT
+653.9%
+125.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | +5.8% | -3.3% | +9.1% | +8.1% |
| 30D | -1.0% | -4.1% | +3.1% | +1.3% |
| 3M | -33.3% | -7.9% | -25.3% | -29.9% |
| 6M | +57.4% | +2.2% | +55.2% | +54.2% |
| YTD | +102.2% | +8.5% | +93.7% | +90.6% |
| 1Y | +99.6% | +12.1% | +87.5% | +83.2% |
| 3Y | +14.5% | +107.6% | -93.1% | -28.6% |
| 5Y | +21.4% | +156.4% | -135.0% | -34.4% |
| 10Y | +695.0% | +566.3% | +128.7% | +150.7% |
| All | +779.5% | +653.9% | +125.6% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling