+249.2%
HPE vs STZ
-50.3%
+299.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.6% | +13.4% | +7.7% |
| 7D | +10.1% | -7.4% | +17.5% | +10.1% |
| 30D | +5.3% | -10.9% | +16.2% | +5.3% |
| 3M | +12.7% | -13.4% | +26.1% | +12.8% |
| 6M | +167.7% | -16.2% | +183.9% | +167.8% |
| YTD | +135.5% | -10.4% | +145.9% | +132.5% |
| 1Y | +143.4% | -14.8% | +158.2% | +142.0% |
| 3Y | +249.2% | -50.1% | +299.3% | +263.0% |
| All | +249.2% | -50.3% | +299.5% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling