+465.1%
STM vs HPQ
+160.1%
+304.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.3% |
| 7D | +12.0% | +3.2% | +8.8% | +10.2% |
| 30D | -0.4% | -3.6% | +3.2% | +0.4% |
| 3M | -13.2% | -5.3% | -7.9% | -13.2% |
| 6M | -26.1% | +41.1% | -67.2% | -43.8% |
| YTD | +81.2% | +36.9% | +44.3% | +38.5% |
| 1Y | +98.3% | +23.5% | +74.8% | +60.7% |
| 3Y | +16.7% | +19.6% | -2.9% | -5.8% |
| 5Y | -4.8% | +11.4% | -16.3% | -21.7% |
| All | +465.1% | +160.1% | +304.9% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling