+21.1%
STM vs HPQ
+19.9%
+1.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.4% |
| 7D | +5.2% | -0.5% | +5.7% | +5.4% |
| 30D | -7.4% | +3.7% | -11.1% | -9.4% |
| 3M | -30.6% | +24.3% | -54.9% | -38.2% |
| 6M | +66.4% | +64.8% | +1.6% | +20.9% |
| YTD | +101.1% | +43.9% | +57.2% | +58.7% |
| 1Y | +97.4% | +11.7% | +85.7% | +82.6% |
| 3Y | +21.1% | +19.7% | +1.5% | -3.2% |
| All | +21.1% | +19.9% | +1.3% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling