+655.5%
HAL vs STRL
+19,359.6%
-18,704.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.3% | -1.0% |
| 7D | +2.9% | +3.4% | -0.5% | +2.7% |
| 30D | +17.0% | -9.2% | +26.3% | +17.8% |
| 3M | -9.7% | -51.0% | +41.4% | -5.4% |
| 6M | +8.6% | +15.8% | -7.1% | +5.1% |
| YTD | +33.0% | +58.9% | -25.9% | +25.5% |
| 1Y | +68.3% | +68.5% | -0.2% | +57.3% |
| 3Y | +0.1% | +485.2% | -485.1% | -16.3% |
| 5Y | +102.6% | +2,005.1% | -1,902.5% | +53.7% |
| 10Y | +3.8% | +7,118.0% | -7,114.1% | -27.1% |
| All | +655.5% | +19,359.6% | -18,704.1% | +437.8% |
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