+25.9%
HD vs STRL
+233.5%
-207.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.0% |
| 7D | +4.3% | -26.9% | +31.2% | +5.1% |
| 30D | +20.2% | -52.7% | +72.9% | +23.5% |
| 3M | -1.0% | -52.8% | +51.8% | +1.6% |
| 6M | +7.9% | -71.5% | +79.4% | +13.2% |
| YTD | +2.0% | -17.4% | +19.4% | -2.5% |
| 1Y | -4.3% | -35.0% | +30.7% | -7.0% |
| 3Y | +25.9% | +239.2% | -213.3% | -3.1% |
| All | +25.9% | +233.5% | -207.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling