+621.7%
HPE vs STM
+714.0%
-92.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.2% |
| 7D | -0.6% | +5.8% | -6.4% | -2.8% |
| 30D | -2.3% | -1.0% | -1.3% | -2.2% |
| 3M | -2.9% | -33.3% | +30.4% | +11.5% |
| 6M | +143.6% | +57.4% | +86.2% | +101.5% |
| YTD | +118.5% | +102.2% | +16.3% | +63.4% |
| 1Y | +129.2% | +99.6% | +29.6% | +70.6% |
| 3Y | +212.5% | +14.5% | +198.0% | +171.5% |
| 5Y | +286.9% | +21.4% | +265.5% | +215.5% |
| 10Y | +432.3% | +695.0% | -262.6% | +107.7% |
| All | +621.7% | +714.0% | -92.3% | +183.6% |
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