+3,877.5%
STRL vs HIG
+268.7%
+3,608.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.4% |
| 7D | -19.8% | +2.1% | -22.0% | -20.8% |
| 30D | -43.6% | +6.7% | -50.3% | -45.6% |
| 3M | -45.2% | -1.9% | -43.3% | -45.3% |
| 6M | -65.7% | +5.3% | -71.1% | -67.5% |
| YTD | -5.4% | +1.3% | -6.8% | -9.1% |
| 1Y | -24.7% | +7.2% | -31.9% | -29.8% |
| 3Y | +335.0% | +96.6% | +238.4% | +191.4% |
| 5Y | +915.3% | +110.0% | +805.3% | +553.7% |
| 10Y | +3,877.5% | +268.4% | +3,609.1% | +2,046.8% |
| All | +3,877.5% | +268.7% | +3,608.8% | +2,046.8% |
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