+370.3%
HPE vs STRL
+3,697.3%
-3,327.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -2.8% |
| 7D | +7.9% | +15.7% | -7.8% | +3.3% |
| 30D | -23.5% | -35.5% | +12.0% | -13.8% |
| 3M | -19.1% | -47.1% | +28.1% | -3.7% |
| 6M | +51.4% | -65.8% | +117.2% | +100.2% |
| YTD | +103.4% | -4.5% | +108.0% | +92.2% |
| 1Y | +114.4% | -10.5% | +124.9% | +105.1% |
| 3Y | +224.7% | +340.6% | -115.9% | +83.0% |
| 5Y | +277.8% | +911.0% | -633.3% | +60.3% |
| All | +370.3% | +3,697.3% | -3,327.0% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling