+7,301.3%
STRL vs HBM
+625.8%
+6,675.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +8.2% | +5.5% | +2.7% | +6.5% |
| 30D | -6.3% | +3.3% | -9.6% | -7.4% |
| 3M | -41.2% | +12.7% | -53.8% | -43.4% |
| 6M | +20.4% | +28.2% | -7.8% | +12.1% |
| YTD | +61.7% | +45.3% | +16.4% | +45.2% |
| 1Y | +72.7% | +121.7% | -49.0% | +38.8% |
| 3Y | +530.9% | +523.5% | +7.4% | +279.3% |
| 5Y | +2,125.4% | +393.9% | +1,731.5% | +1,233.1% |
| 10Y | +7,301.3% | +647.9% | +6,653.5% | +3,586.7% |
| All | +7,301.3% | +625.8% | +6,675.5% | +3,586.7% |
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