+249.2%
HPE vs STLA
-65.4%
+314.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.8% | +8.6% |
| 7D | +10.1% | +0.7% | +9.4% | +9.8% |
| 30D | +5.3% | -2.4% | +7.6% | +5.6% |
| 3M | +12.7% | -23.9% | +36.6% | +21.0% |
| 6M | +167.7% | -24.6% | +192.3% | +186.3% |
| YTD | +135.5% | -50.5% | +186.0% | +182.5% |
| 1Y | +143.4% | -39.8% | +183.2% | +168.2% |
| 3Y | +249.2% | -65.6% | +314.8% | +311.8% |
| All | +249.2% | -65.4% | +314.6% | +311.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling