-25.9%
STRL vs HRB
+16.9%
-42.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.4% | -25.8% | -18.6% |
| 7D | -27.1% | +16.0% | -43.1% | -19.0% |
| 30D | -45.8% | +32.1% | -77.9% | -34.3% |
| 3M | -47.6% | +21.5% | -69.1% | -39.1% |
| 6M | -46.4% | +82.1% | -128.5% | -17.1% |
| YTD | -7.4% | +31.6% | -39.0% | +31.3% |
| 1Y | -25.9% | +15.9% | -41.8% | +2.1% |
| All | -25.9% | +16.9% | -42.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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