+549.3%
HAL vs STRL
+11,482.4%
-10,933.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -6.5% | -19.8% | +13.3% | -5.2% |
| 30D | -2.1% | -43.6% | +41.4% | +1.6% |
| 3M | -4.9% | -45.2% | +40.4% | -1.2% |
| 6M | -19.3% | -65.7% | +46.4% | -13.9% |
| YTD | +14.3% | -5.4% | +19.7% | +11.4% |
| 1Y | +17.3% | -24.7% | +42.0% | +16.0% |
| 3Y | -10.9% | +335.0% | -345.9% | -24.2% |
| 5Y | +47.4% | +915.3% | -867.9% | +17.2% |
| 10Y | -20.8% | +3,877.5% | -3,898.3% | -42.3% |
| All | +549.3% | +11,482.4% | -10,933.1% | +377.3% |
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