+372.4%
HPE vs STM
+431.2%
-58.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -9.7% | -7.9% | -1.8% | -6.5% |
| 30D | -34.8% | -14.1% | -20.6% | -30.4% |
| 3M | -12.1% | -17.6% | +5.5% | -4.9% |
| 6M | +53.7% | -24.2% | +78.0% | +69.8% |
| YTD | +101.9% | +73.3% | +28.6% | +60.9% |
| 1Y | +104.3% | +90.1% | +14.2% | +57.0% |
| 3Y | +223.1% | +10.3% | +212.7% | +186.6% |
| 5Y | +249.2% | -5.7% | +254.9% | +215.0% |
| 10Y | +372.4% | +444.1% | -71.7% | +155.0% |
| All | +372.4% | +431.2% | -58.8% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling