+249.2%
HPE vs STM
+20.8%
+228.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.3% | +8.0% |
| 7D | +10.1% | +5.2% | +4.9% | +7.7% |
| 30D | +5.3% | -7.4% | +12.6% | +8.5% |
| 3M | +12.7% | -30.6% | +43.3% | +29.0% |
| 6M | +167.7% | +66.4% | +101.3% | +113.2% |
| YTD | +135.5% | +101.1% | +34.3% | +72.0% |
| 1Y | +143.4% | +97.4% | +46.0% | +76.9% |
| 3Y | +249.2% | +21.1% | +228.0% | +176.0% |
| All | +249.2% | +20.8% | +228.4% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling