+2,133.0%
STRL vs HRB
+112.6%
+2,020.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.7% | +2.9% |
| 7D | +10.1% | -9.1% | +19.2% | +9.7% |
| 30D | -8.2% | +0.3% | -8.5% | -8.3% |
| 3M | -43.7% | +23.4% | -67.1% | -43.8% |
| 6M | +27.1% | +45.1% | -18.0% | +25.0% |
| YTD | +64.0% | +8.9% | +55.1% | +71.6% |
| 1Y | +75.2% | -7.9% | +83.1% | +90.7% |
| 3Y | +539.9% | +27.9% | +512.0% | +500.0% |
| 5Y | +2,133.0% | +108.3% | +2,024.7% | +1,617.9% |
| All | +2,133.0% | +112.6% | +2,020.4% | +1,617.9% |
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