+2,583.1%
HPQ vs STT
+6,617.4%
-4,034.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.9% | +5.1% | -7.0% | -3.5% |
| 30D | -5.7% | -0.2% | -5.5% | -5.7% |
| 3M | -0.4% | -8.1% | +7.7% | +2.3% |
| 6M | +40.0% | +16.6% | +23.4% | +32.5% |
| YTD | +34.6% | +37.8% | -3.2% | +20.3% |
| 1Y | +20.4% | +46.8% | -26.4% | +5.4% |
| 3Y | +18.3% | +181.2% | -162.8% | -16.2% |
| 5Y | +9.6% | +105.1% | -95.5% | -15.6% |
| 10Y | +156.3% | +202.3% | -46.0% | +69.9% |
| All | +2,583.1% | +6,617.4% | -4,034.3% | +451.3% |
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