+942.9%
STRL vs HDB
-22.9%
+965.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +23.4% | +4.1% | +19.3% | +22.1% |
| 30D | -39.5% | +13.0% | -52.5% | -42.1% |
| 3M | -45.1% | +11.3% | -56.3% | -47.2% |
| 6M | -64.6% | +6.9% | -71.5% | -65.7% |
| YTD | -1.5% | -29.6% | +28.1% | +9.1% |
| 1Y | -20.8% | -29.5% | +8.7% | -12.2% |
| 3Y | +353.1% | -8.1% | +361.2% | +349.1% |
| 5Y | +942.9% | -23.4% | +966.3% | +942.3% |
| All | +942.9% | -22.9% | +965.8% | +942.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling