+123.8%
STX vs HPE
+113.0%
+10.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.7% | -2.5% | -5.7% |
| 7D | -20.2% | -17.0% | -3.2% | -13.7% |
| 30D | -37.2% | -26.7% | -10.5% | -28.9% |
| 3M | -34.1% | -4.1% | -29.9% | -34.3% |
| 6M | -24.5% | +75.4% | -99.9% | -39.6% |
| YTD | +102.9% | +111.0% | -8.1% | +50.2% |
| 1Y | +123.8% | +116.4% | +7.4% | +62.2% |
| All | +123.8% | +113.0% | +10.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling