+937.9%
STRL vs HAS
+48.2%
+889.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | +15.7% | +1.4% | +14.3% | +15.3% |
| 30D | -35.5% | +26.3% | -61.7% | -40.4% |
| 3M | -47.1% | +25.6% | -72.7% | -51.2% |
| 6M | -65.8% | +30.3% | -96.0% | -69.1% |
| YTD | -4.5% | +50.4% | -54.9% | -18.4% |
| 1Y | -10.5% | +57.7% | -68.2% | -24.9% |
| 3Y | +340.6% | +213.4% | +127.2% | +178.8% |
| All | +937.9% | +48.2% | +889.7% | +833.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling