-10.5%
STRL vs HUM
+89.6%
-100.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.2% |
| 7D | +15.7% | +3.7% | +11.9% | +15.3% |
| 30D | -35.5% | +5.5% | -41.0% | -35.8% |
| 3M | -47.1% | +17.1% | -64.3% | -47.7% |
| 6M | -65.8% | +48.3% | -114.0% | -65.8% |
| YTD | -4.5% | +77.4% | -81.9% | -5.9% |
| 1Y | -10.5% | +92.6% | -103.0% | -14.2% |
| All | -10.5% | +89.6% | -100.0% | -14.2% |
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