+1,584.3%
STRL vs HBM
+470.7%
+1,113.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +4.9% |
| 7D | +7.1% | -1.3% | +8.4% | +7.8% |
| 30D | -39.4% | -14.8% | -24.5% | -36.8% |
| 3M | -43.0% | -20.7% | -22.3% | -39.6% |
| 6M | -65.0% | -13.9% | -51.1% | -63.7% |
| YTD | -0.8% | +10.6% | -11.4% | -2.6% |
| 1Y | -20.3% | +32.4% | -52.7% | -24.7% |
| 3Y | +356.5% | +432.0% | -75.5% | +214.2% |
| 5Y | +952.8% | +205.5% | +747.4% | +672.9% |
| 10Y | +3,877.1% | +291.1% | +3,586.0% | +2,313.9% |
| All | +1,584.3% | +470.7% | +1,113.6% | +733.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling