+635.3%
STX vs HPE
+228.2%
+407.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -17.3% | -9.7% | -7.5% | -12.9% |
| 30D | -35.9% | -34.8% | -1.2% | -22.9% |
| 3M | -37.3% | -12.1% | -25.2% | -34.6% |
| 6M | -35.8% | +53.7% | -89.5% | -47.5% |
| YTD | +82.7% | +101.9% | -19.2% | +31.7% |
| 1Y | +71.6% | +104.3% | -32.7% | +22.8% |
| 3Y | +635.3% | +223.1% | +412.2% | +320.9% |
| All | +635.3% | +228.2% | +407.1% | +320.9% |
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 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