+621.7%
HPE vs STZ
+12.6%
+609.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -0.6% | -1.9% | +1.3% | +0.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.8% |
| 3M | -2.9% | -6.2% | +3.4% | -1.5% |
| 6M | +143.6% | -14.0% | +157.6% | +153.1% |
| YTD | +118.5% | -5.1% | +123.6% | +116.0% |
| 1Y | +129.2% | -9.6% | +138.8% | +130.1% |
| 3Y | +212.5% | -47.2% | +259.8% | +284.5% |
| 5Y | +286.9% | -33.6% | +320.5% | +318.8% |
| 10Y | +432.3% | -9.8% | +442.1% | +381.6% |
| All | +621.7% | +12.6% | +609.1% | +501.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling