+239.2%
STRL vs HST
+77.0%
+162.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | -2.7% | -24.2% | -25.4% |
| 30D | -52.7% | +10.7% | -63.4% | -55.5% |
| 3M | -52.8% | +6.3% | -59.1% | -54.6% |
| 6M | -71.5% | +19.0% | -90.4% | -74.9% |
| YTD | -17.4% | +47.0% | -64.5% | -36.2% |
| 1Y | -35.0% | +53.4% | -88.4% | -51.2% |
| 3Y | +239.2% | +78.0% | +161.2% | +136.0% |
| All | +239.2% | +77.0% | +162.2% | +136.0% |
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