+3,574.7%
STX vs HPE
+546.3%
+3,028.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.2% | -4.7% |
| 7D | +9.6% | +13.6% | -4.1% | +2.0% |
| 30D | +10.6% | +7.7% | +2.9% | +6.1% |
| 3M | +4.8% | +22.4% | -17.6% | -5.4% |
| 6M | +137.3% | +172.6% | -35.3% | +36.9% |
| YTD | +222.5% | +147.5% | +75.0% | +94.2% |
| 1Y | +366.2% | +151.8% | +214.4% | +175.5% |
| 3Y | +1,352.9% | +267.1% | +1,085.8% | +557.7% |
| 5Y | +1,077.4% | +362.8% | +714.7% | +362.1% |
| All | +3,574.7% | +546.3% | +3,028.3% | +1,063.0% |
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