+292.4%
HPE vs STZ
-29.2%
+321.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | -27.1% | +14.7% | -41.8% | -27.9% |
| 3M | -14.5% | +8.8% | -23.3% | -14.9% |
| 6M | +66.9% | +3.1% | +63.9% | +66.8% |
| YTD | +111.3% | +7.9% | +103.4% | +106.2% |
| 1Y | +117.5% | +14.2% | +103.3% | +108.8% |
| 3Y | +238.1% | -35.2% | +273.3% | +270.2% |
| 5Y | +292.4% | -29.6% | +322.0% | +307.3% |
| All | +292.4% | -29.2% | +321.5% | +307.3% |
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