+36.0%
HBAN vs STRL
+2,049.2%
-2,013.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -1.9% | +5.4% | -7.3% | -2.8% |
| 30D | -5.9% | -9.0% | +3.1% | -4.6% |
| 3M | +0.2% | -37.1% | +37.3% | +6.5% |
| 6M | +6.6% | +17.8% | -11.2% | -3.1% |
| YTD | -1.7% | +58.3% | -60.0% | -17.0% |
| 1Y | -1.7% | +61.0% | -62.7% | -19.2% |
| 3Y | +74.9% | +517.8% | -442.9% | -7.8% |
| 5Y | +36.0% | +2,119.0% | -2,083.1% | -61.0% |
| All | +36.0% | +2,049.2% | -2,013.2% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling