+10.3%
HLT vs STRL
+68.3%
-58.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.2% |
| 7D | -1.6% | +5.0% | -6.6% | -1.8% |
| 30D | -5.0% | -6.9% | +1.9% | -4.8% |
| 3M | -10.4% | -39.1% | +28.7% | -9.1% |
| 6M | +3.2% | +21.5% | -18.3% | +0.8% |
| YTD | +6.7% | +66.9% | -60.1% | +4.7% |
| 1Y | +10.3% | +61.6% | -51.4% | +7.9% |
| All | +10.3% | +68.3% | -58.0% | +7.9% |
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