+3,786.6%
STRL vs HAS
+99.1%
+3,687.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | +23.4% | +1.6% | +21.8% | +22.8% |
| 30D | -39.5% | +26.6% | -66.1% | -45.3% |
| 3M | -45.1% | +29.0% | -74.0% | -50.8% |
| 6M | -64.6% | +30.6% | -95.1% | -68.8% |
| YTD | -1.5% | +51.5% | -53.0% | -18.9% |
| 1Y | -20.8% | +58.5% | -79.2% | -36.0% |
| 3Y | +353.1% | +214.1% | +139.0% | +164.3% |
| 5Y | +942.9% | +50.2% | +892.6% | +719.9% |
| All | +3,786.6% | +99.1% | +3,687.5% | +2,526.7% |
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 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