+2,596.7%
STRL vs HBM
+613.3%
+1,983.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | +3.4% | -6.4% | +9.7% | +5.0% |
| 30D | -9.2% | +5.9% | -15.1% | -10.6% |
| 3M | -51.0% | -8.9% | -42.1% | -50.0% |
| 6M | +15.8% | +10.7% | +5.1% | +13.1% |
| YTD | +58.9% | +38.3% | +20.6% | +47.4% |
| 1Y | +68.5% | +121.3% | -52.8% | +41.1% |
| 3Y | +485.2% | +450.6% | +34.6% | +295.0% |
| 5Y | +2,005.1% | +338.0% | +1,667.1% | +1,318.1% |
| 10Y | +7,118.0% | +578.6% | +6,539.3% | +3,808.2% |
| All | +2,596.7% | +613.3% | +1,983.4% | +1,160.5% |
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