+504.0%
STRL vs HST
+68.9%
+435.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | +3.4% | -1.0% | +4.4% | +4.1% |
| 30D | -9.2% | -12.3% | +3.0% | -1.5% |
| 3M | -51.0% | -6.4% | -44.7% | -49.5% |
| 6M | +15.8% | +15.0% | +0.8% | +4.5% |
| YTD | +58.9% | +30.5% | +28.4% | +32.4% |
| 1Y | +68.5% | +35.7% | +32.9% | +36.2% |
| All | +504.0% | +68.9% | +435.1% | +314.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling