-25.9%
STRL vs HST
+76.4%
-102.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.3% | -22.7% | -22.1% |
| 7D | -27.1% | +3.3% | -30.4% | -28.4% |
| 30D | -45.8% | +16.4% | -62.2% | -50.1% |
| 3M | -47.6% | +5.5% | -53.1% | -49.1% |
| 6M | -46.4% | +31.1% | -77.6% | -55.7% |
| YTD | -7.4% | +55.9% | -63.3% | -26.1% |
| 1Y | -25.9% | +75.6% | -101.5% | -41.9% |
| All | -25.9% | +76.4% | -102.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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