+26.4%
HPQ vs STLA
-66.9%
+93.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | -3.8% | +7.3% | +4.6% |
| 30D | +13.7% | -3.1% | +16.8% | +14.4% |
| 3M | +33.9% | -19.6% | +53.5% | +41.1% |
| 6M | +80.9% | -23.5% | +104.4% | +91.7% |
| YTD | +52.6% | -51.5% | +104.1% | +82.5% |
| 1Y | +21.2% | -39.7% | +60.9% | +33.0% |
| All | +26.4% | -66.9% | +93.3% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling