+561.5%
HPE vs STLD
+1,408.4%
-846.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.3% |
| 7D | -7.1% | -9.7% | +2.5% | -2.7% |
| 30D | -35.3% | -4.5% | -30.7% | -33.8% |
| 3M | -10.4% | -13.1% | +2.6% | -4.7% |
| 6M | +52.5% | -2.8% | +55.2% | +54.2% |
| YTD | +100.3% | +35.3% | +64.9% | +75.5% |
| 1Y | +106.4% | +51.4% | +55.0% | +72.4% |
| 3Y | +227.4% | +117.9% | +109.5% | +129.9% |
| 5Y | +250.6% | +272.6% | -22.0% | +85.0% |
| 10Y | +365.4% | +782.2% | -416.8% | +49.2% |
| All | +561.5% | +1,408.4% | -846.9% | +66.3% |
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