+68.5%
STRL vs HUM
+31.0%
+37.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.8% |
| 7D | +3.4% | +4.2% | -0.8% | +3.1% |
| 30D | -9.2% | +10.4% | -19.6% | -9.8% |
| 3M | -51.0% | +15.1% | -66.1% | -51.1% |
| 6M | +15.8% | +120.9% | -105.2% | +14.3% |
| YTD | +58.9% | +57.9% | +0.9% | +57.2% |
| 1Y | +68.5% | +30.6% | +38.0% | +70.7% |
| All | +68.5% | +31.0% | +37.5% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling