+130.0%
HL vs STRL
+3,697.3%
-3,567.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.2% |
| 7D | -11.1% | +15.7% | -26.8% | -14.0% |
| 30D | -12.1% | -35.5% | +23.4% | -4.8% |
| 3M | -26.1% | -47.1% | +21.0% | -16.7% |
| 6M | -37.7% | -65.8% | +28.0% | -23.9% |
| YTD | -31.7% | -4.5% | -27.2% | -36.2% |
| 1Y | -11.6% | -10.5% | -1.2% | -16.6% |
| 3Y | +249.6% | +340.6% | -91.0% | +114.2% |
| 5Y | +108.5% | +911.0% | -802.5% | +0.3% |
| All | +130.0% | +3,697.3% | -3,567.3% | -25.7% |
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