+19.7%
HPQ vs STRL
+531.3%
-511.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.2% | -7.7% | -4.7% |
| 7D | -0.5% | +10.1% | -10.6% | -1.1% |
| 30D | +3.7% | -8.2% | +11.9% | +4.1% |
| 3M | +24.3% | -43.7% | +68.0% | +29.2% |
| 6M | +64.8% | +27.1% | +37.7% | +52.7% |
| YTD | +43.9% | +64.0% | -20.1% | +27.8% |
| 1Y | +11.7% | +75.2% | -63.5% | -2.5% |
| 3Y | +19.7% | +539.9% | -520.2% | -15.8% |
| All | +19.7% | +531.3% | -511.6% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling