-25.9%
STRL vs HAS
+66.3%
-92.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.1% | -24.5% | -21.6% |
| 7D | -27.1% | +2.4% | -29.5% | -27.1% |
| 30D | -45.8% | +31.6% | -77.4% | -47.7% |
| 3M | -47.6% | +33.9% | -81.5% | -49.8% |
| 6M | -46.4% | +31.4% | -77.8% | -49.1% |
| YTD | -7.4% | +51.6% | -59.0% | -19.2% |
| 1Y | -25.9% | +65.2% | -91.0% | -36.7% |
| All | -25.9% | +66.3% | -92.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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