+784.6%
STRL vs HRB
+145.8%
+638.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +3.1% |
| 7D | -26.9% | +2.7% | -29.6% | -26.7% |
| 30D | -52.7% | +22.1% | -74.7% | -51.8% |
| 3M | -52.8% | +15.7% | -68.6% | -52.2% |
| 6M | -71.5% | +83.3% | -154.8% | -71.5% |
| YTD | -17.4% | +25.0% | -42.5% | -11.9% |
| 1Y | -35.0% | +6.9% | -41.9% | -27.9% |
| 3Y | +239.2% | +39.0% | +200.2% | +231.3% |
| All | +784.6% | +145.8% | +638.8% | +588.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling