+509.0%
HPE vs STM
+662.6%
-153.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.3% | +8.0% |
| 7D | +10.1% | +5.2% | +4.9% | +7.9% |
| 30D | +5.3% | -7.4% | +12.6% | +8.2% |
| 3M | +12.7% | -30.6% | +43.3% | +27.4% |
| 6M | +167.7% | +66.4% | +101.3% | +116.8% |
| YTD | +135.5% | +101.1% | +34.3% | +76.3% |
| 1Y | +143.4% | +97.4% | +46.0% | +81.8% |
| 3Y | +249.2% | +21.1% | +228.0% | +196.6% |
| 5Y | +343.8% | +22.5% | +321.4% | +259.9% |
| All | +509.0% | +662.6% | -153.6% | +169.3% |
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