+156.1%
HPQ vs STRL
+3,697.3%
-3,541.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.2% |
| 7D | +3.2% | +15.7% | -12.5% | +0.5% |
| 30D | -3.6% | -35.5% | +31.9% | +2.4% |
| 3M | -5.3% | -47.1% | +41.9% | +3.5% |
| 6M | +41.1% | -65.8% | +106.9% | +62.6% |
| YTD | +36.9% | -4.5% | +41.4% | +20.4% |
| 1Y | +23.5% | -10.5% | +34.0% | +9.7% |
| 3Y | +19.6% | +340.6% | -321.0% | -34.7% |
| 5Y | +11.4% | +911.0% | -899.6% | -54.0% |
| All | +156.1% | +3,697.3% | -3,541.2% | -29.4% |
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