+269.4%
HPE vs MAR
+64.8%
+204.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | +13.6% | -0.5% | +14.1% | +13.8% |
| 30D | +7.7% | -4.7% | +12.4% | +10.3% |
| 3M | +22.4% | -15.6% | +38.0% | +33.2% |
| 6M | +172.6% | +1.2% | +171.4% | +161.8% |
| YTD | +147.5% | +7.5% | +140.0% | +126.5% |
| 1Y | +151.8% | +26.6% | +125.2% | +102.4% |
| All | +269.4% | +64.8% | +204.6% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling