-10.5%
STRL vs HST
+53.2%
-63.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +15.7% | +3.6% | +12.1% | +12.9% |
| 30D | -35.5% | +11.2% | -46.7% | -39.2% |
| 3M | -47.1% | +13.1% | -60.2% | -50.7% |
| 6M | -65.8% | +23.9% | -89.7% | -71.4% |
| YTD | -4.5% | +52.3% | -56.8% | -24.7% |
| 1Y | -10.5% | +56.7% | -67.1% | -29.2% |
| All | -10.5% | +53.2% | -63.7% | -29.2% |
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