+202.7%
HPE vs MAS
+58.1%
+144.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | -18.7% | +2.0% | -20.7% | -19.3% |
| 30D | -37.9% | +19.4% | -57.3% | -41.5% |
| 3M | -14.4% | +9.4% | -23.8% | -17.3% |
| 6M | +48.2% | +15.3% | +32.9% | +38.7% |
| YTD | +88.6% | +31.3% | +57.3% | +64.1% |
| 1Y | +94.8% | +34.9% | +59.9% | +66.9% |
| 3Y | +202.7% | +58.6% | +144.1% | +134.1% |
| All | +202.7% | +58.1% | +144.6% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling