+3,476.8%
STX vs HPQ
+231.8%
+3,245.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | +8.0% | +3.5% | +4.5% | +6.0% |
| 30D | +5.1% | +13.7% | -8.6% | -1.5% |
| 3M | +5.8% | +33.9% | -28.1% | -9.9% |
| 6M | +124.9% | +80.9% | +44.0% | +61.8% |
| YTD | +213.9% | +52.6% | +161.3% | +143.9% |
| 1Y | +350.4% | +21.2% | +329.2% | +288.5% |
| 3Y | +1,314.2% | +26.9% | +1,287.3% | +1,046.5% |
| 5Y | +1,092.8% | +41.1% | +1,051.7% | +804.2% |
| All | +3,476.8% | +231.8% | +3,245.0% | +1,683.9% |
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