+144.6%
HL vs STRL
+4,073.8%
-3,929.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.2% |
| 7D | -5.6% | +7.1% | -12.7% | -7.2% |
| 30D | -16.2% | -39.4% | +23.2% | -7.9% |
| 3M | -20.5% | -43.0% | +22.5% | -11.8% |
| 6M | -31.7% | -65.0% | +33.3% | -16.9% |
| YTD | -26.4% | -0.8% | -25.6% | -31.8% |
| 1Y | -4.3% | -20.3% | +16.0% | -7.3% |
| 3Y | +276.9% | +356.5% | -79.6% | +129.2% |
| 5Y | +124.1% | +952.8% | -828.8% | +6.9% |
| 10Y | +144.6% | +3,877.1% | -3,732.5% | -22.2% |
| All | +144.6% | +4,073.8% | -3,929.1% | -22.2% |
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