+2,025.5%
STM vs HPQ
+1,206.8%
+818.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +16.3% | -1.9% | +18.2% | +17.4% |
| 30D | -6.3% | -5.7% | -0.6% | -4.4% |
| 3M | -14.1% | -0.4% | -13.7% | -16.6% |
| 6M | -19.6% | +40.0% | -59.6% | -38.0% |
| YTD | +80.1% | +34.6% | +45.5% | +40.2% |
| 1Y | +95.4% | +20.4% | +75.0% | +61.4% |
| 3Y | +14.7% | +18.3% | -3.6% | -5.8% |
| 5Y | -5.4% | +9.6% | -15.0% | -20.4% |
| 10Y | +465.5% | +156.3% | +309.2% | +178.9% |
| All | +2,025.5% | +1,206.8% | +818.7% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling