+597.0%
HPE vs MAS
+287.7%
+309.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.6% | -11.3% | -8.2% |
| 7D | -17.0% | +14.2% | -31.1% | -22.4% |
| 30D | -26.7% | +26.8% | -53.5% | -35.2% |
| 3M | -4.1% | +13.1% | -17.3% | -11.0% |
| 6M | +75.4% | +27.9% | +47.5% | +51.2% |
| YTD | +111.0% | +38.7% | +72.4% | +71.8% |
| 1Y | +116.4% | +40.4% | +76.1% | +74.6% |
| 3Y | +238.2% | +66.1% | +172.1% | +143.4% |
| 5Y | +275.7% | +47.4% | +228.3% | +180.6% |
| 10Y | +416.8% | +238.3% | +178.4% | +131.7% |
| All | +597.0% | +287.7% | +309.2% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling