+247.2%
HD vs STRL
+3,927.3%
-3,680.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +5.2% | -19.8% | +25.0% | +7.2% |
| 30D | +20.7% | -43.6% | +64.3% | +28.2% |
| 3M | +0.8% | -45.2% | +46.0% | +7.0% |
| 6M | +12.2% | -65.7% | +77.9% | +24.8% |
| YTD | +4.2% | -5.4% | +9.7% | -3.9% |
| 1Y | -2.6% | -24.7% | +22.1% | -7.3% |
| 3Y | +30.0% | +335.0% | -305.0% | -16.4% |
| 5Y | +8.1% | +915.3% | -907.2% | -43.7% |
| 10Y | +247.2% | +3,877.5% | -3,630.3% | +36.0% |
| All | +247.2% | +3,927.3% | -3,680.1% | +36.0% |
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 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