+7,406.7%
STRL vs HIG
+311.6%
+7,095.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.1% |
| 7D | +10.1% | -1.1% | +11.2% | +10.6% |
| 30D | -8.2% | -4.9% | -3.3% | -6.3% |
| 3M | -43.7% | +6.8% | -50.5% | -46.2% |
| 6M | +27.1% | -1.7% | +28.8% | +25.5% |
| YTD | +64.0% | -0.2% | +64.2% | +60.2% |
| 1Y | +75.2% | +5.7% | +69.5% | +65.5% |
| 3Y | +539.9% | +100.3% | +439.6% | +327.6% |
| 5Y | +2,133.0% | +118.5% | +2,014.5% | +1,321.8% |
| All | +7,406.7% | +311.6% | +7,095.1% | +3,591.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling