+1,972.8%
STX vs HPE
+370.3%
+1,602.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -1.2% |
| 7D | +14.6% | +7.9% | +6.7% | +10.5% |
| 30D | -26.0% | -23.5% | -2.5% | -14.3% |
| 3M | -42.6% | -19.1% | -23.5% | -37.1% |
| 6M | -35.3% | +51.4% | -86.7% | -49.6% |
| YTD | +92.5% | +103.4% | -11.0% | +26.5% |
| 1Y | +102.4% | +114.4% | -12.0% | +29.0% |
| 3Y | +673.8% | +224.7% | +449.2% | +267.8% |
| 5Y | +463.1% | +277.8% | +185.3% | +143.6% |
| All | +1,972.8% | +370.3% | +1,602.6% | +654.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling