+370.3%
HPE vs STLA
-4.1%
+374.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | +7.9% | -13.8% | +21.6% | +13.2% |
| 30D | -23.5% | -10.5% | -12.9% | -21.3% |
| 3M | -19.1% | -28.9% | +9.8% | -10.5% |
| 6M | +51.4% | -49.7% | +101.1% | +88.0% |
| YTD | +103.4% | -64.9% | +168.4% | +181.4% |
| 1Y | +114.4% | -64.0% | +178.4% | +192.9% |
| 3Y | +224.7% | -77.4% | +302.1% | +403.1% |
| 5Y | +277.8% | -74.4% | +352.2% | +437.0% |
| All | +370.3% | -4.1% | +374.4% | +365.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling