+7,282.2%
STRL vs HST
+97.2%
+7,185.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | +3.4% | -1.0% | +4.4% | +4.0% |
| 30D | -9.2% | -12.3% | +3.0% | -3.1% |
| 3M | -51.0% | -6.4% | -44.7% | -49.7% |
| 6M | +15.8% | +15.0% | +0.8% | +7.5% |
| YTD | +58.9% | +30.5% | +28.4% | +38.0% |
| 1Y | +68.5% | +35.7% | +32.9% | +42.6% |
| 3Y | +485.2% | +68.4% | +416.8% | +339.9% |
| 5Y | +2,005.1% | +73.1% | +1,932.0% | +1,397.4% |
| All | +7,282.2% | +97.2% | +7,185.1% | +4,823.3% |
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