+32.2%
HPQ vs STT
+150.3%
-118.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.9% |
| 7D | -0.5% | +2.2% | -2.7% | -1.5% |
| 30D | +3.7% | +3.9% | -0.2% | +1.6% |
| 3M | +24.3% | +19.2% | +5.1% | +12.8% |
| 6M | +64.8% | +60.4% | +4.4% | +27.5% |
| YTD | +43.9% | +51.5% | -7.6% | +14.4% |
| 1Y | +11.7% | +76.3% | -64.6% | -18.2% |
| 3Y | +19.7% | +200.7% | -181.1% | -33.7% |
| 5Y | +32.2% | +157.5% | -125.2% | -26.6% |
| All | +32.2% | +150.3% | -118.1% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling