+19,359.6%
STRL vs HST
+2,492.2%
+16,867.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | -1.0% | +4.4% | +3.7% |
| 30D | -9.2% | -12.3% | +3.0% | -5.4% |
| 3M | -51.0% | -6.4% | -44.7% | -50.1% |
| 6M | +15.8% | +15.0% | +0.8% | +10.7% |
| YTD | +58.9% | +30.5% | +28.4% | +45.8% |
| 1Y | +68.5% | +35.7% | +32.9% | +52.2% |
| 3Y | +485.2% | +68.4% | +416.8% | +393.2% |
| 5Y | +2,005.1% | +73.1% | +1,932.0% | +1,631.3% |
| 10Y | +7,118.0% | +92.7% | +7,025.2% | +5,488.9% |
| All | +19,359.6% | +2,492.2% | +16,867.4% | +7,788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling