+365.4%
HPE vs MNST
+316.3%
+49.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | -7.1% | -5.0% | -2.2% | -5.9% |
| 30D | -35.3% | +4.6% | -39.9% | -36.4% |
| 3M | -10.4% | +1.0% | -11.5% | -11.4% |
| 6M | +52.5% | +5.8% | +46.7% | +48.0% |
| YTD | +100.3% | +19.1% | +81.2% | +85.5% |
| 1Y | +106.4% | +30.9% | +75.5% | +84.8% |
| 3Y | +227.4% | +65.7% | +161.7% | +164.1% |
| 5Y | +250.6% | +99.0% | +151.6% | +158.1% |
| 10Y | +365.4% | +313.1% | +52.3% | +175.0% |
| All | +365.4% | +316.3% | +49.0% | +175.0% |
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