+3,454.7%
STX vs HPE
+545.6%
+2,909.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +8.7% |
| 7D | +2.4% | -0.6% | +2.9% | +2.3% |
| 30D | +1.4% | -2.3% | +3.7% | +2.4% |
| 3M | -8.2% | -2.9% | -5.4% | -6.5% |
| 6M | +127.0% | +143.6% | -16.5% | +39.7% |
| YTD | +209.1% | +118.5% | +90.6% | +99.5% |
| 1Y | +365.4% | +129.2% | +236.2% | +190.1% |
| 3Y | +1,135.4% | +212.5% | +922.9% | +516.0% |
| 5Y | +991.5% | +286.9% | +704.6% | +377.2% |
| 10Y | +3,695.8% | +432.3% | +3,263.5% | +1,226.8% |
| All | +3,454.7% | +545.6% | +2,909.0% | +960.6% |
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 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