+19,359.6%
STRL vs HUM
+5,004.6%
+14,355.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.9% |
| 7D | +3.4% | +4.2% | -0.8% | +2.9% |
| 30D | -9.2% | +10.4% | -19.6% | -10.2% |
| 3M | -51.0% | +15.1% | -66.1% | -51.8% |
| 6M | +15.8% | +120.9% | -105.2% | +6.4% |
| YTD | +58.9% | +57.9% | +0.9% | +50.3% |
| 1Y | +68.5% | +30.6% | +38.0% | +62.1% |
| 3Y | +485.2% | -9.6% | +494.8% | +474.7% |
| 5Y | +2,005.1% | +1.6% | +2,003.5% | +1,928.4% |
| 10Y | +7,118.0% | +146.4% | +6,971.5% | +6,314.9% |
| All | +19,359.6% | +5,004.6% | +14,355.0% | +16,529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling