-20.8%
STRL vs HAS
+58.8%
-79.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +23.4% | +1.6% | +21.8% | +23.3% |
| 30D | -39.5% | +26.6% | -66.1% | -41.0% |
| 3M | -45.1% | +29.0% | -74.0% | -46.6% |
| 6M | -64.6% | +30.6% | -95.1% | -66.1% |
| YTD | -1.5% | +51.5% | -53.0% | -11.9% |
| 1Y | -20.8% | +58.5% | -79.2% | -28.7% |
| All | -20.8% | +58.8% | -79.6% | -28.7% |
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