+3.2%
HAL vs STRL
+7,193.7%
-7,190.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.3% | -2.1% |
| 7D | +2.9% | +3.4% | -0.5% | +2.0% |
| 30D | +17.0% | -9.2% | +26.3% | +19.4% |
| 3M | -9.7% | -51.0% | +41.4% | +5.9% |
| 6M | +8.6% | +15.8% | -7.1% | -6.7% |
| YTD | +33.0% | +58.9% | -25.9% | +2.3% |
| 1Y | +68.3% | +68.5% | -0.2% | +23.1% |
| 3Y | +0.1% | +485.2% | -485.1% | -58.5% |
| 5Y | +102.6% | +2,005.1% | -1,902.5% | -53.4% |
| All | +3.2% | +7,193.7% | -7,190.5% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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