+248.6%
HD vs STRL
+3,697.3%
-3,448.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | +1.5% | +15.7% | -14.1% | -0.3% |
| 30D | +18.0% | -35.5% | +53.5% | +23.2% |
| 3M | +2.8% | -47.1% | +49.9% | +9.7% |
| 6M | +17.0% | -65.8% | +82.7% | +30.1% |
| YTD | +3.5% | -4.5% | +8.1% | -4.7% |
| 1Y | -2.6% | -10.5% | +7.9% | -9.8% |
| 3Y | +30.7% | +340.6% | -309.9% | -16.2% |
| 5Y | +6.2% | +911.0% | -904.8% | -44.7% |
| All | +248.6% | +3,697.3% | -3,448.7% | +36.2% |
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