+72.7%
STRL vs HIG
+6.8%
+65.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -0.9% |
| 7D | +8.2% | -0.5% | +8.7% | +7.9% |
| 30D | -6.3% | -2.8% | -3.5% | -7.8% |
| 3M | -41.2% | +6.3% | -47.5% | -39.3% |
| 6M | +20.4% | -0.1% | +20.5% | +24.7% |
| YTD | +61.7% | +0.4% | +61.3% | +68.6% |
| 1Y | +72.7% | +6.2% | +66.5% | +86.5% |
| All | +72.7% | +6.8% | +65.9% | +86.5% |
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 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