+1,144.9%
STX vs HPE
+331.4%
+813.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.3% | +2.5% |
| 7D | +10.7% | +10.1% | +0.6% | +5.0% |
| 30D | +11.3% | +5.3% | +6.0% | +8.3% |
| 3M | +3.2% | +12.7% | -9.5% | -2.6% |
| 6M | +157.0% | +167.7% | -10.7% | +52.7% |
| YTD | +229.2% | +135.5% | +93.8% | +107.2% |
| 1Y | +381.8% | +143.4% | +238.5% | +194.9% |
| 3Y | +1,383.2% | +249.2% | +1,134.0% | +592.3% |
| 5Y | +1,144.9% | +343.8% | +801.0% | +376.8% |
| All | +1,144.9% | +331.4% | +813.5% | +376.8% |
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