+362.8%
HPE vs MAR
+158.8%
+203.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 3M | +22.4% | -15.6% | +38.0% | +32.4% |
| 6M | +172.6% | +1.2% | +171.4% | +165.0% |
| YTD | +147.5% | +7.5% | +140.0% | +131.5% |
| 1Y | +151.8% | +26.6% | +125.2% | +113.0% |
| 3Y | +267.1% | +66.0% | +201.1% | +168.4% |
| 5Y | +362.8% | +154.1% | +208.7% | +174.3% |
| All | +362.8% | +158.8% | +203.9% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling