+563.1%
HPE vs MAR
+450.9%
+112.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +11.6% |
| 7D | +19.4% | -0.5% | +19.9% | +19.7% |
| 30D | +5.6% | -5.4% | +11.0% | +8.5% |
| 3M | +33.1% | -15.5% | +48.6% | +43.6% |
| 6M | +192.5% | +3.0% | +189.5% | +183.8% |
| YTD | +160.9% | +8.5% | +152.4% | +145.5% |
| 1Y | +155.0% | +26.0% | +129.0% | +121.0% |
| 3Y | +289.4% | +68.6% | +220.8% | +192.2% |
| 5Y | +395.7% | +157.4% | +238.3% | +195.1% |
| All | +563.1% | +450.9% | +112.2% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling