+2,332.6%
HPQ vs STRL
+12,054.0%
-9,721.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.7% |
| 7D | -3.2% | +7.1% | -10.4% | -3.7% |
| 30D | -3.0% | -39.4% | +36.3% | -1.1% |
| 3M | +0.6% | -43.0% | +43.6% | +2.8% |
| 6M | +36.6% | -65.0% | +101.6% | +41.9% |
| YTD | +35.0% | -0.8% | +35.8% | +32.0% |
| 1Y | +23.1% | -20.3% | +43.4% | +21.5% |
| 3Y | +18.6% | +356.5% | -337.9% | +6.4% |
| 5Y | +10.3% | +952.8% | -942.5% | -5.2% |
| 10Y | +157.1% | +3,877.1% | -3,720.0% | +107.7% |
| All | +2,332.6% | +12,054.0% | -9,721.4% | +1,783.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling