+489.7%
HPE vs STLA
+51.6%
+438.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.2% |
| 7D | +1.4% | -3.8% | +5.3% | +2.7% |
| 30D | +1.5% | -3.1% | +4.7% | +2.1% |
| 3M | +21.7% | -19.6% | +41.4% | +29.8% |
| 6M | +164.2% | -23.5% | +187.6% | +185.1% |
| YTD | +132.1% | -51.5% | +183.6% | +189.5% |
| 1Y | +130.6% | -39.7% | +170.3% | +160.9% |
| 3Y | +244.1% | -66.3% | +310.4% | +364.7% |
| 5Y | +340.8% | -63.1% | +404.0% | +454.9% |
| All | +489.7% | +51.6% | +438.1% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling