+239.2%
STRL vs HDB
-11.1%
+250.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.0% |
| 7D | -26.9% | +13.3% | -40.3% | -29.7% |
| 30D | -52.7% | +13.6% | -66.2% | -54.6% |
| 3M | -52.8% | +5.8% | -58.6% | -53.8% |
| 6M | -71.5% | -1.9% | -69.6% | -71.5% |
| YTD | -17.4% | -31.2% | +13.8% | -8.7% |
| 1Y | -35.0% | -29.6% | -5.4% | -28.5% |
| 3Y | +239.2% | -10.1% | +249.3% | +211.8% |
| All | +239.2% | -11.1% | +250.3% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling