-28.6%
HPE vs STM
-10.4%
-18.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.4% | +1.8% |
| 7D | +0.3% | +1.4% | -1.1% | -1.0% |
| 30D | -28.6% | -8.4% | -20.2% | -23.3% |
| All | -28.6% | -10.4% | -18.2% | -23.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling