+227.1%
HPE vs MAS
+41.7%
+185.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.4% | -8.4% | -10.5% |
| 7D | -25.0% | +4.6% | -29.5% | -26.4% |
| 30D | -37.3% | +19.9% | -57.2% | -42.1% |
| 3M | -16.8% | +8.9% | -25.7% | -20.4% |
| 6M | +47.8% | +20.2% | +27.7% | +33.6% |
| YTD | +86.0% | +33.9% | +52.2% | +57.3% |
| 1Y | +89.6% | +34.7% | +54.9% | +59.5% |
| 3Y | +198.2% | +60.4% | +137.8% | +123.6% |
| 5Y | +227.1% | +43.5% | +183.7% | +148.7% |
| All | +227.1% | +41.7% | +185.4% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling