+915.3%
STRL vs HST
+82.0%
+833.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.3% | +9.2% | +11.6% |
| 7D | -19.8% | +0.6% | -20.4% | -19.8% |
| 30D | -43.6% | +14.5% | -58.0% | -47.3% |
| 3M | -45.2% | +15.4% | -60.6% | -49.1% |
| 6M | -65.7% | +22.0% | -87.7% | -69.4% |
| YTD | -5.4% | +54.9% | -60.3% | -25.0% |
| 1Y | -24.7% | +54.0% | -78.6% | -40.2% |
| 3Y | +335.0% | +90.4% | +244.6% | +206.5% |
| 5Y | +915.3% | +84.2% | +831.1% | +603.8% |
| All | +915.3% | +82.0% | +833.3% | +603.8% |
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