+2,903.2%
HPQ vs STT
+7,372.9%
-4,469.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +6.9% | +0.5% | +6.5% | +6.7% |
| 30D | +14.4% | +3.9% | +10.6% | +12.9% |
| 3M | +25.6% | +20.0% | +5.7% | +17.9% |
| 6M | +75.0% | +55.3% | +19.7% | +50.5% |
| YTD | +50.7% | +53.3% | -2.6% | +30.0% |
| 1Y | +18.7% | +74.7% | -56.0% | -1.9% |
| 3Y | +21.5% | +205.8% | -184.3% | -16.3% |
| 5Y | +31.6% | +145.0% | -113.4% | -4.3% |
| 10Y | +216.1% | +266.0% | -50.0% | +97.4% |
| All | +2,903.2% | +7,372.9% | -4,469.7% | +495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling