+346.8%
STRL vs HST
+87.6%
+259.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.7% | +12.3% | +13.2% |
| 7D | -13.3% | -1.1% | -12.2% | -12.3% |
| 30D | -43.3% | +11.6% | -55.0% | -47.0% |
| 3M | -46.9% | +9.5% | -56.4% | -49.8% |
| 6M | -65.6% | +18.9% | -84.5% | -69.7% |
| YTD | -5.1% | +51.0% | -56.1% | -28.0% |
| 1Y | -23.1% | +53.0% | -76.0% | -42.2% |
| 3Y | +346.8% | +87.5% | +259.3% | +203.1% |
| All | +346.8% | +87.6% | +259.2% | +203.1% |
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