+202.7%
HPE vs STRL
+233.5%
-30.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.4% |
| 7D | -18.7% | -26.9% | +8.2% | -11.5% |
| 30D | -37.9% | -52.7% | +14.8% | -23.7% |
| 3M | -14.4% | -52.8% | +38.4% | +5.1% |
| 6M | +48.2% | -71.5% | +119.7% | +104.2% |
| YTD | +88.6% | -17.4% | +106.1% | +87.8% |
| 1Y | +94.8% | -35.0% | +129.7% | +106.3% |
| 3Y | +202.7% | +239.2% | -36.5% | +103.2% |
| All | +202.7% | +233.5% | -30.8% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling