+489.7%
HPE vs STZ
-10.3%
+500.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -6.9% |
| 7D | +1.4% | -4.1% | +5.5% | +2.7% |
| 30D | +1.5% | -7.6% | +9.1% | +4.0% |
| 3M | +21.7% | -12.3% | +34.0% | +26.4% |
| 6M | +164.2% | -16.3% | +180.5% | +176.4% |
| YTD | +132.1% | -8.4% | +140.4% | +131.4% |
| 1Y | +130.6% | -10.8% | +141.5% | +131.7% |
| 3Y | +244.1% | -49.0% | +293.1% | +328.9% |
| 5Y | +340.8% | -36.5% | +377.3% | +384.1% |
| All | +489.7% | -10.3% | +500.1% | +449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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