-17.4%
HAL vs STRL
+3,816.9%
-3,834.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.6% | +23.4% | -20.8% | -2.9% |
| 30D | -0.1% | -39.5% | +39.4% | +11.3% |
| 3M | -1.1% | -45.1% | +43.9% | +11.8% |
| 6M | -20.7% | -64.6% | +43.8% | -2.6% |
| YTD | +17.5% | -1.5% | +19.0% | -0.8% |
| 1Y | +24.1% | -20.8% | +44.9% | +10.9% |
| 3Y | -8.4% | +353.1% | -361.5% | -61.8% |
| 5Y | +53.2% | +942.9% | -889.6% | -58.1% |
| All | -17.4% | +3,816.9% | -3,834.3% | -84.2% |
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