+56.1%
HPE vs STM
-24.1%
+80.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -9.7% | -7.9% | -1.8% | -5.1% |
| 30D | -34.8% | -14.1% | -20.6% | -28.7% |
| 3M | -12.1% | -17.6% | +5.5% | -2.3% |
| All | +56.1% | -24.1% | +80.2% | +66.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling