+526.2%
STRL vs HUM
-11.4%
+537.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +5.4% | -1.4% | +6.8% | +5.5% |
| 30D | -9.0% | +7.5% | -16.5% | -9.4% |
| 3M | -37.1% | +10.2% | -47.3% | -37.3% |
| 6M | +17.8% | +132.5% | -114.7% | +13.3% |
| YTD | +58.3% | +57.6% | +0.7% | +54.6% |
| 1Y | +61.0% | +48.6% | +12.4% | +57.6% |
| All | +526.2% | -11.4% | +537.6% | +427.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling