+3,667.9%
STRL vs HUM
+153.9%
+3,514.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.3% |
| 7D | +15.7% | +3.7% | +11.9% | +14.7% |
| 30D | -35.5% | +5.5% | -41.0% | -36.2% |
| 3M | -47.1% | +17.1% | -64.3% | -48.9% |
| 6M | -65.8% | +48.3% | -114.0% | -68.5% |
| YTD | -4.5% | +77.4% | -81.9% | -16.4% |
| 1Y | -10.5% | +92.6% | -103.0% | -23.2% |
| 3Y | +340.6% | -6.1% | +346.7% | +333.8% |
| 5Y | +911.0% | +6.2% | +904.8% | +823.4% |
| All | +3,667.9% | +153.9% | +3,514.0% | +3,398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling