+215.5%
HPE vs STLD
+135.5%
+80.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.7% |
| 7D | -0.6% | +3.1% | -3.7% | -2.1% |
| 30D | -2.3% | -9.0% | +6.7% | +2.0% |
| 3M | -2.9% | -12.4% | +9.5% | +2.9% |
| 6M | +143.6% | +25.5% | +118.1% | +117.3% |
| YTD | +118.5% | +43.6% | +74.9% | +82.7% |
| 1Y | +129.2% | +87.2% | +42.0% | +69.0% |
| All | +215.5% | +135.5% | +80.0% | +103.7% |
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