+3,667.9%
STRL vs HBM
+281.1%
+3,386.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.7% |
| 7D | +15.7% | +2.2% | +13.4% | +15.1% |
| 30D | -35.5% | -11.8% | -23.7% | -32.8% |
| 3M | -47.1% | -19.2% | -27.9% | -43.5% |
| 6M | -65.8% | -22.9% | -42.9% | -63.0% |
| YTD | -4.5% | +7.8% | -12.3% | -6.1% |
| 1Y | -10.5% | +34.9% | -45.4% | -17.2% |
| 3Y | +340.6% | +422.2% | -81.6% | +179.3% |
| 5Y | +911.0% | +192.8% | +718.2% | +595.3% |
| All | +3,667.9% | +281.1% | +3,386.8% | +1,845.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling