+370.3%
HPE vs MAS
+215.0%
+155.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | +7.9% | +3.0% | +4.9% | +6.5% |
| 30D | -23.5% | +22.4% | -45.9% | -30.9% |
| 3M | -19.1% | +14.5% | -33.5% | -24.9% |
| 6M | +51.4% | +27.1% | +24.3% | +31.5% |
| YTD | +103.4% | +35.8% | +67.7% | +68.0% |
| 1Y | +114.4% | +39.4% | +75.0% | +74.2% |
| 3Y | +224.7% | +60.3% | +164.4% | +139.1% |
| 5Y | +277.8% | +39.4% | +238.3% | +192.3% |
| All | +370.3% | +215.0% | +155.3% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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