+597.9%
HPE vs MAR
+540.6%
+57.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +13.6% | +1.8% | +11.8% | +12.6% |
| 30D | -27.1% | +14.3% | -41.4% | -32.0% |
| 3M | -14.5% | +20.0% | -34.5% | -22.3% |
| 6M | +66.9% | +21.7% | +45.2% | +48.8% |
| YTD | +111.3% | +37.7% | +73.6% | +75.7% |
| 1Y | +117.5% | +46.8% | +70.7% | +74.3% |
| 3Y | +238.1% | +121.0% | +117.1% | +119.9% |
| 5Y | +292.4% | +183.1% | +109.3% | +120.8% |
| 10Y | +389.3% | +532.4% | -143.1% | +72.9% |
| All | +597.9% | +540.6% | +57.4% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling