+529.0%
HPE vs STLA
+51.9%
+477.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.8% |
| 7D | +13.6% | +0.4% | +13.3% | +13.3% |
| 30D | +7.7% | -5.2% | +12.9% | +9.1% |
| 3M | +22.4% | -24.9% | +47.2% | +33.8% |
| 6M | +172.6% | -25.2% | +197.8% | +196.6% |
| YTD | +147.5% | -51.4% | +198.9% | +208.6% |
| 1Y | +151.8% | -40.7% | +192.5% | +186.6% |
| 3Y | +267.1% | -66.3% | +333.3% | +395.3% |
| 5Y | +362.8% | -63.2% | +426.0% | +483.1% |
| All | +529.0% | +51.9% | +477.1% | +426.3% |
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