+561.5%
HPE vs STM
+595.2%
-33.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +3.5% |
| 7D | -7.1% | -5.6% | -1.6% | -4.8% |
| 30D | -35.3% | -14.4% | -20.8% | -30.9% |
| 3M | -10.4% | -20.5% | +10.0% | -1.9% |
| 6M | +52.5% | -24.5% | +77.0% | +68.5% |
| YTD | +100.3% | +72.7% | +27.6% | +60.0% |
| 1Y | +106.4% | +91.0% | +15.4% | +58.6% |
| 3Y | +227.4% | +13.5% | +213.9% | +188.1% |
| 5Y | +250.6% | -9.2% | +259.8% | +221.3% |
| 10Y | +365.4% | +422.5% | -57.2% | +113.5% |
| All | +561.5% | +595.2% | -33.8% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling