+390.2%
HPE vs MAS
+217.4%
+172.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.3% | -1.8% | +2.1% | +1.3% |
| 30D | -28.6% | +23.6% | -52.1% | -35.7% |
| 3M | -7.4% | +12.4% | -19.8% | -13.3% |
| 6M | +63.7% | +21.9% | +41.8% | +45.0% |
| YTD | +111.7% | +36.1% | +75.6% | +74.6% |
| 1Y | +123.5% | +39.5% | +84.0% | +81.6% |
| 3Y | +238.7% | +59.1% | +179.6% | +150.4% |
| 5Y | +261.0% | +44.4% | +216.6% | +173.8% |
| 10Y | +390.2% | +217.0% | +173.2% | +141.8% |
| All | +390.2% | +217.4% | +172.8% | +141.8% |
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