+10.8%
HD vs STRL
+2,010.6%
-1,999.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.4% |
| 7D | -2.1% | +3.4% | -5.4% | -2.3% |
| 30D | -8.4% | -9.2% | +0.8% | -7.8% |
| 3M | +4.3% | -51.0% | +55.4% | +10.6% |
| 6M | -11.1% | +15.8% | -26.9% | -16.4% |
| YTD | -4.7% | +58.9% | -63.5% | -14.1% |
| 1Y | -19.8% | +68.5% | -88.3% | -29.5% |
| 3Y | +4.1% | +485.2% | -481.1% | -31.0% |
| All | +10.8% | +2,010.6% | -1,999.8% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling