+599.2%
HPE vs STT
+249.0%
+350.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.4% | +4.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.4% |
| 30D | -28.6% | -0.4% | -28.1% | -28.0% |
| 3M | -7.4% | -6.5% | -0.9% | -2.9% |
| 6M | +63.7% | +17.2% | +46.5% | +50.7% |
| YTD | +111.7% | +38.2% | +73.5% | +77.2% |
| 1Y | +123.5% | +49.3% | +74.2% | +79.3% |
| 3Y | +238.7% | +181.9% | +56.8% | +90.6% |
| 5Y | +261.0% | +106.9% | +154.1% | +131.0% |
| 10Y | +390.2% | +203.1% | +187.1% | +132.2% |
| All | +599.2% | +249.0% | +350.2% | +210.3% |
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