+116.4%
HPE vs MAR
+62.0%
+54.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.0% | -7.7% | -5.6% |
| 7D | -17.0% | +7.7% | -24.7% | -16.8% |
| 30D | -26.7% | +19.4% | -46.1% | -26.8% |
| 3M | -4.1% | +23.3% | -27.5% | -4.5% |
| 6M | +75.4% | +22.8% | +52.6% | +71.1% |
| YTD | +111.0% | +37.8% | +73.3% | +100.2% |
| 1Y | +116.4% | +57.4% | +59.1% | +94.1% |
| All | +116.4% | +62.0% | +54.4% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling