+227.8%
STRL vs HST
+77.1%
+150.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.7% | -8.2% | -10.2% |
| 7D | -34.6% | -4.2% | -30.4% | -32.6% |
| 30D | -56.7% | +9.6% | -66.2% | -59.0% |
| 3M | -54.4% | -1.1% | -53.3% | -54.1% |
| 6M | -69.7% | +21.1% | -90.8% | -73.6% |
| YTD | -20.2% | +47.1% | -67.3% | -38.4% |
| 1Y | -40.6% | +64.0% | -104.6% | -57.5% |
| All | +227.8% | +77.1% | +150.7% | +128.0% |
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