+1,376.8%
STX vs HPE
+265.2%
+1,111.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.2% | -4.3% |
| 7D | +9.6% | +13.6% | -4.1% | +3.1% |
| 30D | +10.6% | +7.7% | +2.9% | +6.8% |
| 3M | +4.8% | +22.4% | -17.6% | -4.0% |
| 6M | +137.3% | +172.6% | -35.3% | +52.8% |
| YTD | +222.5% | +147.5% | +75.0% | +115.1% |
| 1Y | +366.2% | +151.8% | +214.4% | +206.1% |
| All | +1,376.8% | +265.2% | +1,111.7% | +699.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling