+621.7%
HPE vs MAS
+224.7%
+397.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -5.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | -2.3% | -5.6% | +3.3% | +0.1% |
| 3M | -2.9% | +4.4% | -7.3% | -6.4% |
| 6M | +143.6% | +7.2% | +136.4% | +129.1% |
| YTD | +118.5% | +16.1% | +102.4% | +95.9% |
| 1Y | +129.2% | +0.1% | +129.1% | +120.9% |
| 3Y | +212.5% | +28.3% | +184.2% | +158.1% |
| 5Y | +286.9% | +30.5% | +256.4% | +208.2% |
| 10Y | +432.3% | +139.1% | +293.2% | +188.6% |
| All | +621.7% | +224.7% | +397.1% | +234.4% |
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