+157.1%
HPQ vs STRL
+4,073.8%
-3,916.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.1% |
| 7D | -3.2% | +7.1% | -10.4% | -4.7% |
| 30D | -3.0% | -39.4% | +36.3% | +4.1% |
| 3M | +0.6% | -43.0% | +43.6% | +8.5% |
| 6M | +36.6% | -65.0% | +101.6% | +56.9% |
| YTD | +35.0% | -0.8% | +35.8% | +18.0% |
| 1Y | +23.1% | -20.3% | +43.4% | +12.4% |
| 3Y | +18.6% | +356.5% | -337.9% | -35.6% |
| 5Y | +10.3% | +952.8% | -942.5% | -54.8% |
| 10Y | +157.1% | +3,877.1% | -3,720.0% | -30.1% |
| All | +157.1% | +4,073.8% | -3,916.7% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling