+621.7%
HPE vs STRL
+11,823.8%
-11,202.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.2% | -6.0% |
| 7D | -0.6% | +3.4% | -4.0% | -1.6% |
| 30D | -2.3% | -9.2% | +6.9% | 0.0% |
| 3M | -2.9% | -51.0% | +48.2% | +16.0% |
| 6M | +143.6% | +15.8% | +127.8% | +121.4% |
| YTD | +118.5% | +58.9% | +59.7% | +80.4% |
| 1Y | +129.2% | +68.5% | +60.7% | +82.7% |
| 3Y | +212.5% | +485.2% | -272.7% | +66.2% |
| 5Y | +286.9% | +2,005.1% | -1,718.2% | +39.9% |
| 10Y | +432.3% | +7,118.0% | -6,685.6% | +31.2% |
| All | +621.7% | +11,823.8% | -11,202.1% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling