+1,945.0%
STM vs HPQ
+1,186.0%
+759.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | -7.9% | +0.5% | -8.4% | -8.5% |
| 30D | -14.1% | -5.9% | -8.2% | -12.4% |
| 3M | -17.6% | -3.7% | -13.9% | -18.6% |
| 6M | -24.2% | +28.1% | -52.3% | -38.6% |
| YTD | +73.3% | +32.5% | +40.8% | +36.1% |
| 1Y | +90.1% | +18.1% | +72.0% | +58.6% |
| 3Y | +10.3% | +16.4% | -6.1% | -8.6% |
| 5Y | -5.7% | +8.9% | -14.6% | -20.4% |
| 10Y | +444.1% | +157.6% | +286.5% | +167.4% |
| All | +1,945.0% | +1,186.0% | +759.0% | +297.9% |
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