+666.4%
HPE vs MKTX
+89.0%
+577.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +1.5% | +0.8% | +0.7% | +1.4% |
| 3M | +21.7% | +41.1% | -19.4% | +15.3% |
| 6M | +164.2% | -9.5% | +173.7% | +167.0% |
| YTD | +132.1% | -8.7% | +140.7% | +134.1% |
| 1Y | +130.6% | -10.0% | +140.6% | +132.8% |
| 3Y | +244.1% | -24.6% | +268.7% | +247.8% |
| 5Y | +340.8% | -60.3% | +401.1% | +397.6% |
| 10Y | +500.2% | +5.0% | +495.1% | +355.9% |
| All | +666.4% | +89.0% | +577.5% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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