+243.8%
HPQ vs STRL
+7,221.5%
-6,977.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.4% | +3.0% | +7.5% |
| 7D | +9.8% | +5.0% | +4.7% | +8.8% |
| 30D | +22.4% | -6.9% | +29.3% | +23.5% |
| 3M | +45.2% | -39.1% | +84.2% | +55.5% |
| 6M | +96.4% | +21.5% | +74.9% | +74.0% |
| YTD | +65.4% | +66.9% | -1.5% | +34.7% |
| 1Y | +31.6% | +61.6% | -30.1% | +6.4% |
| 3Y | +37.0% | +560.0% | -523.0% | -28.0% |
| 5Y | +53.0% | +2,238.9% | -2,185.9% | -45.2% |
| All | +243.8% | +7,221.5% | -6,977.7% | -11.9% |
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