+621.7%
HPE vs STLD
+1,500.7%
-879.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -0.6% | +3.1% | -3.7% | -1.9% |
| 30D | -2.3% | -9.0% | +6.7% | +1.5% |
| 3M | -2.9% | -12.4% | +9.5% | +2.0% |
| 6M | +143.6% | +25.5% | +118.1% | +120.0% |
| YTD | +118.5% | +43.6% | +74.9% | +86.0% |
| 1Y | +129.2% | +87.2% | +42.0% | +74.1% |
| 3Y | +212.5% | +135.2% | +77.3% | +111.0% |
| 5Y | +286.9% | +290.9% | -4.0% | +98.2% |
| 10Y | +432.3% | +1,113.5% | -681.1% | +48.5% |
| All | +621.7% | +1,500.7% | -879.0% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling