+621.7%
HPE vs STLA
-3.5%
+625.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.9% |
| 7D | -0.6% | +2.6% | -3.2% | -1.5% |
| 30D | -2.3% | -1.2% | -1.0% | -2.3% |
| 3M | -2.9% | -24.8% | +21.9% | +6.4% |
| 6M | +143.6% | -25.6% | +169.1% | +166.0% |
| YTD | +118.5% | -48.9% | +167.5% | +167.9% |
| 1Y | +129.2% | -38.8% | +168.0% | +158.6% |
| 3Y | +212.5% | -64.5% | +277.1% | +315.0% |
| 5Y | +286.9% | -62.4% | +349.3% | +385.8% |
| 10Y | +432.3% | +55.4% | +377.0% | +279.9% |
| All | +621.7% | -3.5% | +625.2% | +465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling