-4.3%
HL vs STRL
-20.9%
+16.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.1% |
| 7D | -5.6% | +7.1% | -12.7% | -7.0% |
| 30D | -16.2% | -39.4% | +23.2% | -8.6% |
| 3M | -20.5% | -43.0% | +22.5% | -12.5% |
| 6M | -31.7% | -65.0% | +33.3% | -18.4% |
| YTD | -26.4% | -0.8% | -25.6% | -35.6% |
| 1Y | -4.3% | -20.3% | +16.0% | -8.2% |
| All | -4.3% | -20.9% | +16.6% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling