+1,972.8%
STX vs HPQ
+160.1%
+1,812.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.8% |
| 7D | +14.6% | +3.2% | +11.4% | +13.1% |
| 30D | -26.0% | -3.6% | -22.4% | -25.3% |
| 3M | -42.6% | -5.3% | -37.3% | -42.7% |
| 6M | -35.3% | +41.1% | -76.4% | -48.2% |
| YTD | +92.5% | +36.9% | +55.6% | +54.2% |
| 1Y | +102.4% | +23.5% | +78.9% | +69.9% |
| 3Y | +673.8% | +19.6% | +654.2% | +530.5% |
| 5Y | +463.1% | +11.4% | +451.6% | +369.8% |
| All | +1,972.8% | +160.1% | +1,812.7% | +1,040.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling