+907.2%
STRL vs HIG
+109.3%
+797.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.6% | +14.3% | +14.7% |
| 7D | -13.3% | -0.5% | -12.9% | -13.4% |
| 30D | -43.3% | +4.5% | -47.8% | -44.6% |
| 3M | -46.9% | -5.5% | -41.4% | -46.1% |
| 6M | -65.6% | +3.1% | -68.7% | -67.0% |
| YTD | -5.1% | -0.8% | -4.3% | -7.6% |
| 1Y | -23.1% | +6.1% | -29.1% | -28.2% |
| 3Y | +346.8% | +94.1% | +252.7% | +172.1% |
| 5Y | +907.2% | +106.4% | +800.7% | +465.0% |
| All | +907.2% | +109.3% | +797.9% | +465.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling