-20.8%
STRL vs PH
+12.0%
-32.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +1.4% |
| 7D | +23.4% | +7.4% | +16.1% | +12.4% |
| 30D | -39.5% | +0.5% | -40.0% | -38.9% |
| 3M | -45.1% | -10.2% | -34.8% | -36.1% |
| 6M | -64.6% | +8.9% | -73.5% | -67.6% |
| YTD | -1.5% | +9.7% | -11.2% | -14.5% |
| 1Y | -20.8% | +12.8% | -33.6% | -33.1% |
| All | -20.8% | +12.0% | -32.7% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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