+151.8%
HPE vs STRL
+72.5%
+79.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.4% |
| 7D | +13.6% | +8.2% | +5.4% | +11.6% |
| 30D | +7.7% | -6.3% | +14.0% | +9.1% |
| 3M | +22.4% | -41.2% | +63.6% | +35.5% |
| 6M | +172.6% | +20.4% | +152.2% | +159.4% |
| YTD | +147.5% | +61.7% | +85.8% | +120.4% |
| 1Y | +151.8% | +72.7% | +79.1% | +118.4% |
| All | +151.8% | +72.5% | +79.3% | +118.4% |
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 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