+792.9%
HBAN vs STRL
+19,359.6%
-18,566.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | -0.6% |
| 7D | +0.7% | +3.4% | -2.7% | +0.4% |
| 30D | -3.2% | -9.2% | +6.0% | -2.7% |
| 3M | +4.0% | -51.0% | +55.0% | +8.4% |
| 6M | +3.1% | +15.8% | -12.6% | +0.4% |
| YTD | 0.0% | +58.9% | -58.8% | -4.9% |
| 1Y | -1.2% | +68.5% | -69.7% | -6.9% |
| 3Y | +72.5% | +485.2% | -412.7% | +47.4% |
| 5Y | +39.3% | +2,005.1% | -1,965.8% | +9.3% |
| 10Y | +157.3% | +7,118.0% | -6,960.6% | +87.5% |
| All | +792.9% | +19,359.6% | -18,566.7% | +550.5% |
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