-20.3%
STRL vs HST
+54.6%
-74.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.4% |
| 7D | +7.1% | -1.3% | +8.4% | +8.5% |
| 30D | -39.4% | +13.4% | -52.7% | -44.0% |
| 3M | -43.0% | +16.7% | -59.7% | -48.5% |
| 6M | -65.0% | +24.0% | -89.0% | -71.4% |
| YTD | -0.8% | +54.0% | -54.7% | -28.4% |
| 1Y | -20.3% | +55.0% | -75.3% | -43.3% |
| All | -20.3% | +54.6% | -74.9% | -43.3% |
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 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