+515.0%
STRL vs HRB
+38.9%
+476.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.0% | +9.7% | +4.6% |
| 7D | +3.4% | -5.7% | +9.1% | +1.7% |
| 30D | -9.2% | +7.9% | -17.1% | -6.9% |
| 3M | -51.0% | +32.1% | -83.2% | -46.4% |
| 6M | +15.8% | +62.2% | -46.5% | +32.2% |
| YTD | +58.9% | +16.4% | +42.5% | +86.4% |
| 1Y | +68.5% | -0.3% | +68.8% | +101.7% |
| All | +515.0% | +38.9% | +476.1% | +497.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling