+17.9%
HYG vs STRL
+906.9%
-889.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | -0.4% | +15.7% | -16.0% | -0.9% |
| 30D | +0.7% | -35.5% | +36.2% | +2.1% |
| 3M | -2.1% | -47.1% | +45.0% | -0.1% |
| 6M | -0.8% | -65.8% | +65.0% | +2.6% |
| YTD | +0.3% | -4.5% | +4.8% | -2.2% |
| 1Y | +1.8% | -10.5% | +12.2% | -0.6% |
| 3Y | +24.1% | +340.6% | -316.5% | +5.3% |
| All | +17.9% | +906.9% | -889.0% | -13.5% |
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 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