+937.9%
STRL vs HST
+82.3%
+855.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +15.7% | +3.6% | +12.1% | +13.6% |
| 30D | -35.5% | +11.2% | -46.7% | -38.9% |
| 3M | -47.1% | +13.1% | -60.2% | -50.4% |
| 6M | -65.8% | +23.9% | -89.7% | -69.7% |
| YTD | -4.5% | +52.3% | -56.8% | -23.6% |
| 1Y | -10.5% | +56.7% | -67.1% | -29.7% |
| 3Y | +340.6% | +87.5% | +253.1% | +212.5% |
| All | +937.9% | +82.3% | +855.7% | +622.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling