+566.9%
HPE vs STT
+243.9%
+323.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -9.7% | +1.1% | -10.9% | -10.1% |
| 30D | -34.8% | -1.9% | -32.8% | -33.7% |
| 3M | -12.1% | -7.6% | -4.5% | -7.3% |
| 6M | +53.7% | +16.0% | +37.7% | +42.3% |
| YTD | +101.9% | +36.2% | +65.7% | +70.5% |
| 1Y | +104.3% | +46.8% | +57.5% | +65.5% |
| 3Y | +223.1% | +177.8% | +45.3% | +83.4% |
| 5Y | +249.2% | +105.8% | +143.3% | +124.1% |
| 10Y | +372.4% | +197.6% | +174.9% | +126.1% |
| All | +566.9% | +243.9% | +323.0% | +198.5% |
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