-5.7%
STM vs HPQ
+8.3%
-14.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -7.9% | +0.5% | -8.4% | -8.4% |
| 30D | -14.1% | -5.9% | -8.2% | -12.6% |
| 3M | -17.6% | -3.7% | -13.9% | -18.7% |
| 6M | -24.2% | +28.1% | -52.3% | -39.0% |
| YTD | +73.3% | +32.5% | +40.8% | +35.2% |
| 1Y | +90.1% | +18.1% | +72.0% | +59.0% |
| 3Y | +10.3% | +16.4% | -6.1% | -10.5% |
| 5Y | -5.7% | +8.9% | -14.6% | -16.7% |
| All | -5.7% | +8.3% | -14.0% | -16.7% |
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