+3,988.2%
STRL vs HAS
+106.1%
+3,882.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.7% | +13.3% | +14.3% |
| 7D | -13.3% | +2.2% | -15.5% | -14.2% |
| 30D | -43.3% | +29.6% | -72.9% | -49.2% |
| 3M | -46.9% | +30.3% | -77.1% | -52.7% |
| 6M | -65.6% | +25.6% | -91.2% | -69.3% |
| YTD | -5.1% | +50.8% | -55.9% | -21.7% |
| 1Y | -23.1% | +63.0% | -86.1% | -38.6% |
| 3Y | +346.8% | +211.6% | +135.3% | +161.3% |
| 5Y | +907.2% | +50.4% | +856.8% | +690.8% |
| 10Y | +3,988.2% | +101.9% | +3,886.3% | +2,634.6% |
| All | +3,988.2% | +106.1% | +3,882.1% | +2,634.6% |
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