+208.5%
HD vs STRL
+7,193.7%
-6,985.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.2% |
| 7D | -2.1% | +3.4% | -5.4% | -2.5% |
| 30D | -8.4% | -9.2% | +0.8% | -7.4% |
| 3M | +4.3% | -51.0% | +55.4% | +13.3% |
| 6M | -11.1% | +15.8% | -26.9% | -17.6% |
| YTD | -4.7% | +58.9% | -63.5% | -16.4% |
| 1Y | -19.8% | +68.5% | -88.3% | -31.6% |
| 3Y | +4.1% | +485.2% | -481.1% | -33.7% |
| 5Y | +10.3% | +2,005.1% | -1,994.8% | -47.5% |
| All | +208.5% | +7,193.7% | -6,985.2% | +9.6% |
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