+74.9%
HBAN vs STRL
+341.0%
-266.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.9% |
| 7D | +2.3% | +15.7% | -13.4% | +0.7% |
| 30D | +4.8% | -35.5% | +40.2% | +8.8% |
| 3M | -10.1% | -47.1% | +37.0% | -4.9% |
| 6M | +5.0% | -65.8% | +70.8% | +15.2% |
| YTD | -6.1% | -4.5% | -1.6% | -13.1% |
| 1Y | +4.6% | -10.5% | +15.0% | -2.5% |
| 3Y | +74.9% | +340.6% | -265.7% | +18.2% |
| All | +74.9% | +341.0% | -266.1% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling