+153.4%
HYG vs STRL
+2,502.1%
-2,348.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.2% |
| 7D | 0.0% | +10.1% | -10.1% | -0.5% |
| 30D | -0.1% | -8.2% | +8.1% | +0.3% |
| 3M | +1.0% | -43.7% | +44.7% | +3.8% |
| 6M | +2.3% | +27.1% | -24.8% | -0.9% |
| YTD | +2.1% | +64.0% | -61.9% | -2.8% |
| 1Y | +3.8% | +75.2% | -71.4% | -2.1% |
| 3Y | +26.7% | +539.9% | -513.2% | +7.6% |
| 5Y | +19.3% | +2,133.0% | -2,113.7% | -7.8% |
| 10Y | +55.3% | +7,178.3% | -7,123.0% | +7.0% |
| All | +153.4% | +2,502.1% | -2,348.7% | +76.3% |
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