+217.2%
HPQ vs STT
+267.9%
-50.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | +13.7% | +2.2% | +11.5% | +12.3% |
| 3M | +33.9% | +18.8% | +15.0% | +22.0% |
| 6M | +80.9% | +57.9% | +23.0% | +42.3% |
| YTD | +52.6% | +51.0% | +1.6% | +22.4% |
| 1Y | +21.2% | +77.1% | -55.9% | -10.3% |
| 3Y | +26.9% | +199.8% | -173.0% | -28.3% |
| 5Y | +41.1% | +156.0% | -114.8% | -17.0% |
| All | +217.2% | +267.9% | -50.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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