+3,699.0%
STX vs HAL
+2.1%
+3,696.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.7% |
| 7D | +10.7% | +0.5% | +10.3% | +10.6% |
| 30D | +11.3% | +15.9% | -4.7% | +7.2% |
| 3M | +3.2% | -8.7% | +11.9% | +5.1% |
| 6M | +157.0% | +9.0% | +147.9% | +149.9% |
| YTD | +229.2% | +32.0% | +197.2% | +203.6% |
| 1Y | +381.8% | +72.5% | +309.4% | +314.1% |
| 3Y | +1,383.2% | -4.5% | +1,387.7% | +1,340.5% |
| 5Y | +1,144.9% | +109.7% | +1,035.2% | +863.0% |
| All | +3,699.0% | +2.1% | +3,696.9% | +3,155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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