+630.8%
HLT vs STRL
+4,274.6%
-3,643.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.7% |
| 7D | -2.4% | +10.1% | -12.5% | -3.9% |
| 30D | -4.1% | -8.2% | +4.1% | -3.0% |
| 3M | -10.6% | -43.7% | +33.1% | -3.5% |
| 6M | +2.0% | +27.1% | -25.1% | -7.2% |
| YTD | +6.1% | +64.0% | -57.9% | -8.3% |
| 1Y | +9.8% | +75.2% | -65.3% | -7.9% |
| 3Y | +99.0% | +539.9% | -440.9% | +24.1% |
| 5Y | +151.5% | +2,133.0% | -1,981.5% | +21.1% |
| 10Y | +561.1% | +7,178.3% | -6,617.1% | +160.3% |
| All | +630.8% | +4,274.6% | -3,643.8% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling