+1,511.3%
STRL vs HBM
+492.8%
+1,018.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.0% | +6.0% | +12.8% |
| 7D | -13.3% | +5.0% | -18.4% | -14.3% |
| 30D | -43.3% | -12.7% | -30.6% | -41.2% |
| 3M | -46.9% | -17.4% | -29.4% | -44.3% |
| 6M | -65.6% | -8.9% | -56.7% | -64.8% |
| YTD | -5.1% | +14.9% | -20.0% | -7.6% |
| 1Y | -23.1% | +41.4% | -64.5% | -28.4% |
| 3Y | +346.8% | +462.1% | -115.3% | +203.7% |
| 5Y | +907.2% | +224.0% | +683.2% | +629.7% |
| 10Y | +3,988.2% | +320.9% | +3,667.3% | +2,344.3% |
| All | +1,511.3% | +492.8% | +1,018.4% | +690.0% |
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 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