+3,667.8%
STRL vs HAS
+101.4%
+3,566.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -26.9% | -0.2% | -26.8% | -27.1% |
| 30D | -52.7% | +31.0% | -83.7% | -57.8% |
| 3M | -52.8% | +30.7% | -83.5% | -58.1% |
| 6M | -71.5% | +23.9% | -95.4% | -74.4% |
| YTD | -17.4% | +48.3% | -65.8% | -31.5% |
| 1Y | -35.0% | +60.2% | -95.2% | -47.8% |
| 3Y | +239.2% | +189.2% | +50.0% | +104.5% |
| 5Y | +830.2% | +50.4% | +779.7% | +629.0% |
| All | +3,667.8% | +101.4% | +3,566.5% | +2,444.4% |
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