+249.2%
HPE vs STRL
+531.3%
-282.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.2% | +4.5% | +6.9% |
| 7D | +10.1% | +10.1% | 0.0% | +7.3% |
| 30D | +5.3% | -8.2% | +13.5% | +7.4% |
| 3M | +12.7% | -43.7% | +56.4% | +29.0% |
| 6M | +167.7% | +27.1% | +140.6% | +139.0% |
| YTD | +135.5% | +64.0% | +71.5% | +93.5% |
| 1Y | +143.4% | +75.2% | +68.2% | +91.6% |
| 3Y | +249.2% | +539.9% | -290.7% | +88.5% |
| All | +249.2% | +531.3% | -282.1% | +88.5% |
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