+250.6%
HPE vs STT
+108.8%
+141.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +4.1% |
| 7D | -7.1% | +0.9% | -8.1% | -7.4% |
| 30D | -35.3% | -2.3% | -33.0% | -34.0% |
| 3M | -10.4% | -7.0% | -3.5% | -5.5% |
| 6M | +52.5% | +15.5% | +37.0% | +41.1% |
| YTD | +100.3% | +35.6% | +64.7% | +68.4% |
| 1Y | +106.4% | +47.9% | +58.5% | +65.1% |
| 3Y | +227.4% | +181.1% | +46.3% | +85.8% |
| 5Y | +250.6% | +108.2% | +142.4% | +120.2% |
| All | +250.6% | +108.8% | +141.8% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling