-25.9%
STRL vs HIG
+12.7%
-38.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.4% | -23.8% | -19.0% |
| 7D | -27.1% | +6.2% | -33.3% | -22.1% |
| 30D | -45.8% | +9.4% | -55.2% | -40.5% |
| 3M | -47.6% | -2.3% | -45.3% | -47.7% |
| 6M | -46.4% | +4.2% | -50.6% | -42.6% |
| YTD | -7.4% | +1.6% | -8.9% | 0.0% |
| 1Y | -25.9% | +9.9% | -35.7% | -19.2% |
| All | -25.9% | +12.7% | -38.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling