+7,282.2%
STRL vs HAS
+56.8%
+7,225.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.0% |
| 7D | +3.4% | -1.8% | +5.2% | +4.1% |
| 30D | -9.2% | +2.3% | -11.5% | -10.2% |
| 3M | -51.0% | +10.4% | -61.4% | -53.4% |
| 6M | +15.8% | -3.2% | +19.0% | +15.8% |
| YTD | +58.9% | +15.4% | +43.5% | +47.3% |
| 1Y | +68.5% | +18.8% | +49.7% | +54.3% |
| 3Y | +485.2% | +43.9% | +441.3% | +377.4% |
| 5Y | +2,005.1% | +13.9% | +1,991.2% | +1,764.1% |
| All | +7,282.2% | +56.8% | +7,225.4% | +6,085.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling