+257.9%
HD vs STRL
+4,310.8%
-4,052.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +15.0% | -12.1% | +1.1% |
| 7D | +3.6% | -13.3% | +16.9% | +4.5% |
| 30D | +21.6% | -43.3% | +64.9% | +29.1% |
| 3M | +0.1% | -46.9% | +47.0% | +6.7% |
| 6M | +13.0% | -65.6% | +78.6% | +25.6% |
| YTD | +4.9% | -5.1% | +10.0% | -3.3% |
| 1Y | -2.1% | -23.1% | +21.0% | -7.2% |
| 3Y | +32.6% | +346.8% | -314.2% | -15.3% |
| 5Y | +8.2% | +907.2% | -898.9% | -43.6% |
| 10Y | +257.9% | +3,988.2% | -3,730.3% | +38.7% |
| All | +257.9% | +4,310.8% | -4,052.9% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling