+515.0%
STRL vs HIG
+103.2%
+411.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +5.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -9.2% | -3.2% | -6.0% | -8.8% |
| 3M | -51.0% | +9.1% | -60.2% | -52.5% |
| 6M | +15.8% | -1.8% | +17.6% | +16.5% |
| YTD | +58.9% | +1.8% | +57.1% | +57.3% |
| 1Y | +68.5% | +4.6% | +64.0% | +64.8% |
| All | +515.0% | +103.2% | +411.9% | +363.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling