+276.2%
HPE vs STLD
+274.1%
+2.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.3% |
| 7D | +7.9% | +2.9% | +4.9% | +6.6% |
| 30D | -23.5% | -5.6% | -17.9% | -21.3% |
| 3M | -19.1% | -11.7% | -7.3% | -14.6% |
| 6M | +51.4% | -2.8% | +54.2% | +53.2% |
| YTD | +103.4% | +36.4% | +67.0% | +79.7% |
| 1Y | +114.4% | +50.0% | +64.4% | +82.3% |
| 3Y | +224.7% | +122.3% | +102.4% | +134.8% |
| All | +276.2% | +274.1% | +2.2% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling