+114.4%
HPE vs STRL
-22.7%
+137.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.6% |
| 3M | -19.1% | -47.1% | +28.1% | -5.2% |
| 6M | +51.4% | -65.8% | +117.2% | +92.4% |
| YTD | +103.4% | -4.5% | +108.0% | +109.5% |
| 1Y | +114.4% | -10.5% | +124.9% | +123.6% |
| All | +114.4% | -22.7% | +137.1% | +123.6% |
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