+489.7%
HPE vs STT
+267.9%
+221.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.1% |
| 7D | +1.4% | -1.4% | +2.8% | +2.2% |
| 30D | +1.5% | +2.2% | -0.6% | +0.3% |
| 3M | +21.7% | +18.8% | +2.9% | +10.3% |
| 6M | +164.2% | +57.9% | +106.2% | +103.2% |
| YTD | +132.1% | +51.0% | +81.1% | +83.2% |
| 1Y | +130.6% | +77.1% | +53.5% | +66.6% |
| 3Y | +244.1% | +199.8% | +44.3% | +85.4% |
| 5Y | +340.8% | +156.0% | +184.9% | +147.7% |
| All | +489.7% | +267.9% | +221.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling