+7,282.2%
STRL vs HDB
+38.3%
+7,243.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -9.2% | -2.8% | -6.4% | -8.4% |
| 3M | -51.0% | -3.5% | -47.5% | -50.8% |
| 6M | +15.8% | -24.7% | +40.5% | +28.0% |
| YTD | +58.9% | -36.6% | +95.4% | +86.9% |
| 1Y | +68.5% | -34.4% | +102.9% | +95.3% |
| 3Y | +485.2% | -24.4% | +509.6% | +529.2% |
| 5Y | +2,005.1% | -35.4% | +2,040.5% | +2,254.9% |
| All | +7,282.2% | +38.3% | +7,243.9% | +5,449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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