+151.8%
HPE vs STM
+98.5%
+53.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | +13.6% | +1.7% | +12.0% | +12.8% |
| 30D | +7.7% | -5.2% | +12.9% | +9.9% |
| 3M | +22.4% | -29.6% | +52.0% | +38.9% |
| 6M | +172.6% | +54.4% | +118.2% | +133.6% |
| YTD | +147.5% | +99.5% | +48.0% | +95.1% |
| 1Y | +151.8% | +100.8% | +51.0% | +93.4% |
| All | +151.8% | +98.5% | +53.2% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling