+3,690.1%
STRL vs HRB
+243.2%
+3,446.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -19.8% | -4.0% | -15.8% | -19.5% |
| 30D | -43.6% | +15.8% | -59.3% | -45.7% |
| 3M | -45.2% | +12.0% | -57.2% | -47.3% |
| 6M | -65.7% | +40.7% | -106.5% | -69.5% |
| YTD | -5.4% | +21.0% | -26.4% | -13.5% |
| 1Y | -24.7% | +11.7% | -36.3% | -29.2% |
| 3Y | +335.0% | +25.0% | +310.1% | +275.1% |
| 5Y | +915.3% | +141.0% | +774.3% | +548.4% |
| All | +3,690.1% | +243.2% | +3,446.9% | +1,974.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling