+16.4%
HPQ vs STT
+180.5%
-164.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +0.5% | +1.1% | -0.6% | -0.1% |
| 30D | -5.9% | -1.9% | -4.0% | -5.0% |
| 3M | -3.7% | -7.6% | +3.9% | +0.2% |
| 6M | +28.1% | +16.0% | +12.1% | +16.0% |
| YTD | +32.5% | +36.2% | -3.7% | +8.2% |
| 1Y | +18.1% | +46.8% | -28.7% | -8.2% |
| 3Y | +16.4% | +177.8% | -161.4% | -38.6% |
| All | +16.4% | +180.5% | -164.1% | -38.6% |
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