+2,615.4%
HPQ vs STRL
+19,359.6%
-16,744.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.5% | +1.9% |
| 7D | +6.9% | +3.4% | +3.6% | +6.8% |
| 30D | +14.4% | -9.2% | +23.7% | +14.9% |
| 3M | +25.6% | -51.0% | +76.7% | +29.2% |
| 6M | +75.0% | +15.8% | +59.3% | +71.1% |
| YTD | +50.7% | +58.9% | -8.2% | +44.7% |
| 1Y | +18.7% | +68.5% | -49.9% | +13.3% |
| 3Y | +21.5% | +485.2% | -463.7% | +8.0% |
| 5Y | +31.6% | +2,005.1% | -1,973.5% | +9.9% |
| 10Y | +216.1% | +7,118.0% | -6,901.9% | +149.8% |
| All | +2,615.4% | +19,359.6% | -16,744.2% | +1,965.0% |
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