+281.4%
HL vs STRL
+340.9%
-59.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | +8.2% | -19.8% | +28.0% | +11.5% |
| 30D | -16.3% | -43.6% | +27.3% | -6.9% |
| 3M | -18.6% | -45.2% | +26.7% | -9.2% |
| 6M | -23.2% | -65.7% | +42.5% | -6.6% |
| YTD | -25.5% | -5.4% | -20.0% | -30.6% |
| 1Y | -4.8% | -24.7% | +19.9% | -6.9% |
| 3Y | +281.4% | +335.0% | -53.6% | +119.8% |
| All | +281.4% | +340.9% | -59.5% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling