+129.2%
HPE vs STRL
+76.3%
+52.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.2% | -5.8% |
| 7D | -0.6% | +3.4% | -4.0% | -1.4% |
| 30D | -2.3% | -9.2% | +6.9% | -0.4% |
| 3M | -2.9% | -51.0% | +48.2% | +11.2% |
| 6M | +143.6% | +15.8% | +127.8% | +133.6% |
| YTD | +118.5% | +58.9% | +59.7% | +95.5% |
| 1Y | +129.2% | +68.5% | +60.7% | +101.0% |
| All | +129.2% | +76.3% | +52.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling