+37.3%
HPQ vs STLA
-63.2%
+100.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.5% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +8.7% | -5.2% | +13.9% | +10.3% |
| 3M | +31.5% | -24.9% | +56.3% | +42.9% |
| 6M | +76.0% | -25.2% | +101.2% | +90.1% |
| YTD | +49.5% | -51.4% | +101.0% | +84.0% |
| 1Y | +17.3% | -40.7% | +58.0% | +32.1% |
| 3Y | +24.4% | -66.3% | +90.6% | +63.9% |
| 5Y | +37.3% | -63.2% | +100.5% | +62.4% |
| All | +37.3% | -63.2% | +100.5% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling