+155.0%
HPE vs MKSI
+142.7%
+12.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.1% | +10.4% | +11.7% |
| 7D | +19.4% | +2.7% | +16.7% | +18.5% |
| 30D | +5.6% | -12.8% | +18.4% | +10.8% |
| 3M | +33.1% | -22.5% | +55.6% | +43.2% |
| 6M | +192.5% | +19.4% | +173.1% | +177.1% |
| YTD | +160.9% | +67.7% | +93.2% | +125.8% |
| 1Y | +155.0% | +131.4% | +23.6% | +104.5% |
| All | +155.0% | +142.7% | +12.3% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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