+21.1%
STM vs HPQ
+39.0%
-17.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -3.3% |
| 7D | +1.7% | +2.2% | -0.6% | +0.4% |
| 30D | -5.2% | +9.7% | -14.9% | -10.4% |
| 3M | -29.6% | +32.7% | -62.3% | -40.6% |
| 6M | +54.4% | +77.7% | -23.4% | +4.9% |
| YTD | +99.5% | +51.0% | +48.5% | +49.4% |
| 1Y | +100.8% | +18.4% | +82.4% | +74.2% |
| 3Y | +20.2% | +25.6% | -5.4% | -3.0% |
| 5Y | +21.1% | +38.6% | -17.5% | -2.3% |
| All | +21.1% | +39.0% | -17.9% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling