+245.3%
HD vs STRL
+4,073.8%
-3,828.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.5% |
| 7D | -1.2% | +7.1% | -8.3% | -2.2% |
| 30D | +20.9% | -39.4% | +60.3% | +27.3% |
| 3M | -0.2% | -43.0% | +42.8% | +5.5% |
| 6M | +14.5% | -65.0% | +79.5% | +27.1% |
| YTD | +4.3% | -0.8% | +5.1% | -4.4% |
| 1Y | -3.5% | -20.3% | +16.8% | -8.9% |
| 3Y | +30.1% | +356.5% | -326.4% | -16.9% |
| 5Y | +8.5% | +952.8% | -944.4% | -43.7% |
| 10Y | +245.3% | +3,877.1% | -3,631.8% | +34.7% |
| All | +245.3% | +4,073.8% | -3,828.5% | +34.7% |
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