-2.6%
HD vs STRL
-26.6%
+24.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +5.2% | -19.8% | +25.0% | +4.9% |
| 30D | +20.7% | -43.6% | +64.3% | +20.8% |
| 3M | +0.8% | -45.2% | +46.0% | +0.8% |
| 6M | +12.2% | -65.7% | +77.9% | +13.2% |
| YTD | +4.2% | -5.4% | +9.7% | +1.2% |
| 1Y | -2.6% | -24.7% | +22.1% | -6.6% |
| All | -2.6% | -26.6% | +24.0% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling