+63.7%
HPE vs STRL
-64.3%
+128.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +2.5% |
| 7D | +0.3% | +7.1% | -6.8% | -3.0% |
| 30D | -28.6% | -39.4% | +10.8% | -11.1% |
| 3M | -7.4% | -43.0% | +35.6% | +17.7% |
| 6M | +63.7% | -65.0% | +128.7% | +154.1% |
| All | +63.7% | -64.3% | +128.0% | +154.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling