+243.8%
HPQ vs STLA
+55.1%
+188.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.6% |
| 7D | +9.8% | -2.9% | +12.6% | +10.9% |
| 30D | +22.4% | +0.9% | +21.4% | +21.7% |
| 3M | +45.2% | -21.6% | +66.8% | +56.4% |
| 6M | +96.4% | -21.6% | +118.1% | +109.6% |
| YTD | +65.4% | -50.4% | +115.8% | +102.8% |
| 1Y | +31.6% | -43.6% | +75.1% | +52.6% |
| 3Y | +37.0% | -66.4% | +103.4% | +83.1% |
| 5Y | +53.0% | -62.3% | +115.3% | +89.6% |
| All | +243.8% | +55.1% | +188.8% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling