+208.3%
HPE vs STLD
+111.0%
+97.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | -18.7% | -11.1% | -7.6% | -13.5% |
| 30D | -37.9% | -4.8% | -33.1% | -36.1% |
| 3M | -14.4% | -14.6% | +0.2% | -7.3% |
| 6M | +48.2% | -7.4% | +55.6% | +54.0% |
| YTD | +88.6% | +32.6% | +56.0% | +64.2% |
| 1Y | +94.8% | +47.3% | +47.4% | +61.0% |
| All | +208.3% | +111.0% | +97.4% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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