+3,786.6%
STRL vs HST
+133.9%
+3,652.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +23.4% | +3.6% | +19.8% | +21.3% |
| 30D | -39.5% | +9.9% | -49.4% | -42.3% |
| 3M | -45.1% | +12.9% | -58.0% | -48.4% |
| 6M | -64.6% | +22.9% | -87.4% | -68.4% |
| YTD | -1.5% | +52.4% | -53.9% | -21.1% |
| 1Y | -20.8% | +52.5% | -73.3% | -36.7% |
| 3Y | +353.1% | +87.4% | +265.7% | +221.9% |
| 5Y | +942.9% | +82.9% | +859.9% | +619.6% |
| All | +3,786.6% | +133.9% | +3,652.7% | +2,195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling