+8.1%
HD vs STRL
+900.6%
-892.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +5.2% | -19.8% | +25.0% | +6.4% |
| 30D | +20.7% | -43.6% | +64.3% | +25.4% |
| 3M | +0.8% | -45.2% | +46.0% | +4.7% |
| 6M | +12.2% | -65.7% | +77.9% | +20.4% |
| YTD | +4.2% | -5.4% | +9.7% | -3.1% |
| 1Y | -2.6% | -24.7% | +22.1% | -7.1% |
| 3Y | +30.0% | +335.0% | -305.0% | -15.6% |
| 5Y | +8.1% | +915.3% | -907.2% | -47.5% |
| All | +8.1% | +900.6% | -892.5% | -47.5% |
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