+19.7%
HPQ vs STT
+203.8%
-184.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.9% |
| 7D | -0.5% | +2.2% | -2.7% | -1.6% |
| 30D | +3.7% | +3.9% | -0.2% | +1.5% |
| 3M | +24.3% | +19.2% | +5.1% | +11.9% |
| 6M | +64.8% | +60.4% | +4.4% | +24.1% |
| YTD | +43.9% | +51.5% | -7.6% | +11.6% |
| 1Y | +11.7% | +76.3% | -64.6% | -21.4% |
| 3Y | +19.7% | +200.7% | -181.1% | -39.5% |
| All | +19.7% | +203.8% | -184.2% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling