+483.8%
STX vs HPE
+253.5%
+230.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -17.3% | -9.7% | -7.5% | -12.4% |
| 30D | -35.9% | -34.8% | -1.2% | -20.7% |
| 3M | -37.3% | -12.1% | -25.2% | -34.4% |
| 6M | -35.8% | +53.7% | -89.5% | -50.0% |
| YTD | +82.7% | +101.9% | -19.2% | +22.1% |
| 1Y | +71.6% | +104.3% | -32.7% | +13.7% |
| 3Y | +635.3% | +223.1% | +412.2% | +247.2% |
| 5Y | +483.8% | +249.2% | +234.6% | +154.2% |
| All | +483.8% | +253.5% | +230.3% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling