+621.7%
HPE vs STT
+287.2%
+334.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -2.3% | +3.9% | -6.1% | -4.3% |
| 3M | -2.9% | +20.0% | -22.8% | -12.4% |
| 6M | +143.6% | +55.3% | +88.3% | +89.2% |
| YTD | +118.5% | +53.3% | +65.2% | +71.0% |
| 1Y | +129.2% | +74.7% | +54.5% | +66.8% |
| 3Y | +212.5% | +205.8% | +6.7% | +66.3% |
| 5Y | +286.9% | +145.0% | +141.9% | +122.7% |
| 10Y | +432.3% | +266.0% | +166.3% | +124.3% |
| All | +621.7% | +287.2% | +334.5% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling