+388.5%
HPE vs MNST
+336.2%
+52.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +13.6% | -4.7% | +18.3% | +15.1% |
| 30D | -27.1% | +5.2% | -32.3% | -28.5% |
| 3M | -14.5% | -0.9% | -13.6% | -14.9% |
| 6M | +66.9% | +6.1% | +60.8% | +61.8% |
| YTD | +111.3% | +18.9% | +92.4% | +95.8% |
| 1Y | +117.5% | +29.3% | +88.2% | +95.7% |
| 3Y | +238.1% | +64.9% | +173.2% | +173.0% |
| 5Y | +292.4% | +98.0% | +194.4% | +189.0% |
| All | +388.5% | +336.2% | +52.3% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 10y: compounded portfolio wealth divided by compounded MNST 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…
10y analysis · Full analysis span regression · 6 months rolling