+566.9%
HPE vs STLA
-26.1%
+593.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.1% |
| 7D | -9.7% | -4.9% | -4.8% | -8.2% |
| 30D | -34.8% | -4.9% | -29.8% | -34.1% |
| 3M | -12.1% | -23.7% | +11.5% | -5.1% |
| 6M | +53.7% | -45.0% | +98.7% | +85.0% |
| YTD | +101.9% | -60.9% | +162.8% | +168.3% |
| 1Y | +104.3% | -58.9% | +163.2% | +165.5% |
| 3Y | +223.1% | -74.4% | +297.5% | +377.2% |
| 5Y | +249.2% | -71.5% | +320.7% | +378.1% |
| 10Y | +372.4% | +5.3% | +367.2% | +283.0% |
| All | +566.9% | -26.1% | +593.0% | +466.0% |
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 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