+143.7%
HLT vs STRL
+2,049.2%
-1,905.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | 0.0% |
| 7D | -2.6% | +5.4% | -8.0% | -3.4% |
| 30D | -2.6% | -9.0% | +6.4% | -1.6% |
| 3M | -9.4% | -37.1% | +27.6% | -4.5% |
| 6M | +2.7% | +17.8% | -15.1% | -5.9% |
| YTD | +6.8% | +58.3% | -51.6% | -8.3% |
| 1Y | +12.4% | +61.0% | -48.7% | -5.9% |
| 3Y | +100.2% | +517.8% | -417.6% | +11.2% |
| 5Y | +143.7% | +2,119.0% | -1,975.3% | -21.6% |
| All | +143.7% | +2,049.2% | -1,905.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling