+2,183.5%
STX vs HPE
+524.4%
+1,659.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +16.8% | +13.6% | +3.3% | +9.7% |
| 30D | -27.0% | -27.1% | +0.1% | -13.6% |
| 3M | -37.9% | -14.5% | -23.4% | -33.9% |
| 6M | -32.5% | +66.9% | -99.4% | -50.0% |
| YTD | +98.6% | +111.3% | -12.7% | +28.2% |
| 1Y | +93.6% | +117.5% | -23.9% | +23.0% |
| 3Y | +699.1% | +238.1% | +461.0% | +274.7% |
| 5Y | +481.0% | +292.4% | +188.6% | +149.0% |
| 10Y | +2,082.0% | +389.3% | +1,692.7% | +683.1% |
| All | +2,183.5% | +524.4% | +1,659.1% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling