+666.4%
HPE vs MKSI
+727.7%
-61.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.3% |
| 7D | +1.4% | +4.9% | -3.5% | -0.5% |
| 30D | +1.5% | -11.0% | +12.5% | +6.2% |
| 3M | +21.7% | -17.1% | +38.8% | +28.5% |
| 6M | +164.2% | +16.4% | +147.7% | +143.4% |
| YTD | +132.1% | +64.3% | +67.8% | +84.5% |
| 1Y | +130.6% | +137.7% | -7.1% | +55.8% |
| 3Y | +244.1% | +189.1% | +55.0% | +102.2% |
| 5Y | +340.8% | +83.1% | +257.7% | +192.3% |
| 10Y | +500.2% | +509.4% | -9.2% | +89.8% |
| All | +666.4% | +727.7% | -61.3% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling