+3,476.8%
STX vs HPE
+506.0%
+2,970.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.6% | +0.6% |
| 7D | +8.0% | +1.4% | +6.5% | +6.7% |
| 30D | +5.1% | +1.5% | +3.6% | +3.9% |
| 3M | +5.8% | +21.7% | -16.0% | -4.2% |
| 6M | +124.9% | +164.2% | -39.2% | +31.9% |
| YTD | +213.9% | +132.1% | +81.8% | +95.3% |
| 1Y | +350.4% | +130.6% | +219.8% | +178.5% |
| 3Y | +1,314.2% | +244.1% | +1,070.1% | +561.5% |
| 5Y | +1,092.8% | +340.8% | +752.0% | +379.4% |
| All | +3,476.8% | +506.0% | +2,970.9% | +1,069.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling