+566.9%
HPE vs STRL
+6,997.1%
-6,430.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -9.7% | -19.8% | +10.1% | -4.6% |
| 30D | -34.8% | -43.6% | +8.8% | -23.9% |
| 3M | -12.1% | -45.2% | +33.1% | +3.2% |
| 6M | +53.7% | -65.7% | +119.4% | +101.8% |
| YTD | +101.9% | -5.4% | +107.4% | +91.9% |
| 1Y | +104.3% | -24.7% | +129.0% | +105.3% |
| 3Y | +223.1% | +335.0% | -112.0% | +87.3% |
| 5Y | +249.2% | +915.3% | -666.1% | +54.1% |
| 10Y | +372.4% | +3,877.5% | -3,505.0% | +36.9% |
| All | +566.9% | +6,997.1% | -6,430.1% | +63.6% |
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