+336.3%
STRL vs PH
+137.4%
+199.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.4% |
| 7D | -19.8% | +2.1% | -22.0% | -20.5% |
| 30D | -43.6% | +0.3% | -43.8% | -42.8% |
| 3M | -45.2% | -8.8% | -36.4% | -38.6% |
| 6M | -65.7% | +10.0% | -75.8% | -68.3% |
| YTD | -5.4% | +10.5% | -15.9% | -12.4% |
| 1Y | -24.7% | +15.5% | -40.2% | -33.1% |
| All | +336.3% | +137.4% | +199.0% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling