+227.8%
STRL vs HAS
+182.9%
+44.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.7% | -12.2% | -13.5% |
| 7D | -34.6% | 0.0% | -34.6% | -34.7% |
| 30D | -56.7% | +31.3% | -88.0% | -60.0% |
| 3M | -54.4% | +32.1% | -86.5% | -58.1% |
| 6M | -69.7% | +28.1% | -97.8% | -72.2% |
| YTD | -20.2% | +49.1% | -69.3% | -30.7% |
| 1Y | -40.6% | +60.5% | -101.1% | -49.7% |
| All | +227.8% | +182.9% | +44.9% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling