+2,285.7%
STM vs HPQ
+1,362.7%
+923.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +0.6% |
| 7D | +5.8% | +6.9% | -1.2% | +1.8% |
| 30D | -1.0% | +14.4% | -15.5% | -8.9% |
| 3M | -33.3% | +25.6% | -58.9% | -42.3% |
| 6M | +57.4% | +75.0% | -17.7% | +8.8% |
| YTD | +102.2% | +50.7% | +51.5% | +51.5% |
| 1Y | +99.6% | +18.7% | +80.9% | +69.9% |
| 3Y | +14.5% | +21.5% | -7.0% | -5.0% |
| 5Y | +21.4% | +31.6% | -10.2% | -5.9% |
| 10Y | +695.0% | +216.1% | +478.9% | +256.8% |
| All | +2,285.7% | +1,362.7% | +923.0% | +343.0% |
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