+104.3%
HPE vs MAS
+39.0%
+65.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -9.7% | +3.6% | -13.3% | -9.7% |
| 30D | -34.8% | +23.8% | -58.6% | -35.5% |
| 3M | -12.1% | +14.4% | -26.5% | -12.3% |
| 6M | +53.7% | +19.7% | +34.0% | +50.7% |
| YTD | +101.9% | +36.0% | +66.0% | +88.4% |
| 1Y | +104.3% | +40.4% | +64.0% | +88.3% |
| All | +104.3% | +39.0% | +65.4% | +88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling