-25.9%
STRL vs HBM
+47.3%
-73.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.6% | -25.1% | -23.7% |
| 7D | -27.1% | -5.8% | -21.2% | -24.6% |
| 30D | -45.8% | -18.5% | -27.3% | -38.5% |
| 3M | -47.6% | -10.3% | -37.4% | -44.8% |
| 6M | -46.4% | +2.1% | -48.5% | -48.9% |
| YTD | -7.4% | +12.0% | -19.4% | -21.3% |
| 1Y | -25.9% | +49.8% | -75.6% | -51.9% |
| All | -25.9% | +47.3% | -73.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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