+3,877.5%
STRL vs HBM
+301.8%
+3,575.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.7% |
| 7D | -19.8% | +2.4% | -22.2% | -20.3% |
| 30D | -43.6% | -16.0% | -27.6% | -40.3% |
| 3M | -45.2% | -21.3% | -23.9% | -41.0% |
| 6M | -65.7% | -12.2% | -53.5% | -64.4% |
| YTD | -5.4% | +10.7% | -16.1% | -7.8% |
| 1Y | -24.7% | +30.3% | -55.0% | -29.6% |
| 3Y | +335.0% | +432.2% | -97.2% | +174.2% |
| 5Y | +915.3% | +218.8% | +696.5% | +583.4% |
| 10Y | +3,877.5% | +281.4% | +3,596.1% | +1,960.7% |
| All | +3,877.5% | +301.8% | +3,575.7% | +1,960.7% |
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