+362.8%
HPE vs STZ
-38.0%
+400.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.1% |
| 7D | +13.6% | -6.0% | +19.7% | +14.5% |
| 30D | +7.7% | -8.9% | +16.6% | +9.0% |
| 3M | +22.4% | -12.6% | +34.9% | +24.3% |
| 6M | +172.6% | -17.2% | +189.8% | +178.5% |
| YTD | +147.5% | -10.0% | +157.5% | +145.8% |
| 1Y | +151.8% | -14.3% | +166.1% | +153.0% |
| 3Y | +267.1% | -49.9% | +317.0% | +325.1% |
| 5Y | +362.8% | -38.2% | +401.0% | +373.1% |
| All | +362.8% | -38.0% | +400.7% | +373.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling