+45.9%
HLT vs STRL
-30.1%
+76.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -21.5% | +24.9% | +4.1% |
| 7D | +7.7% | -27.1% | +34.7% | +8.6% |
| 30D | +19.1% | -45.8% | +64.9% | +21.5% |
| 3M | +20.7% | -47.6% | +68.3% | +23.2% |
| 6M | +21.0% | -46.4% | +67.5% | +22.0% |
| YTD | +31.3% | -7.4% | +38.6% | +29.0% |
| 1Y | +45.9% | -25.9% | +71.7% | +45.5% |
| All | +45.9% | -30.1% | +76.0% | +45.5% |
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 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