+548.9%
HAL vs STRL
+10,012.8%
-9,463.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.5% |
| 7D | -12.0% | -26.9% | +14.9% | -10.1% |
| 30D | +0.3% | -52.7% | +53.0% | +5.6% |
| 3M | -1.6% | -52.8% | +51.2% | +3.3% |
| 6M | -20.5% | -71.5% | +51.0% | -14.0% |
| YTD | +14.2% | -17.4% | +31.7% | +12.5% |
| 1Y | +18.9% | -35.0% | +53.8% | +18.9% |
| 3Y | -13.7% | +239.2% | -253.0% | -25.2% |
| 5Y | +42.2% | +830.2% | -788.0% | +13.9% |
| 10Y | -16.7% | +3,574.7% | -3,591.4% | -38.8% |
| All | +548.9% | +10,012.8% | -9,463.9% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling