+522.9%
HPE vs MNST
+315.5%
+207.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.7% |
| 7D | -18.7% | -3.4% | -15.3% | -18.0% |
| 30D | -37.9% | +6.6% | -44.5% | -39.4% |
| 3M | -14.4% | -2.9% | -11.5% | -14.3% |
| 6M | +48.2% | +18.4% | +29.8% | +38.3% |
| YTD | +88.6% | +19.3% | +69.3% | +74.4% |
| 1Y | +94.8% | +37.9% | +56.9% | +70.8% |
| 3Y | +202.7% | +62.9% | +139.8% | +145.0% |
| 5Y | +231.6% | +99.6% | +132.1% | +143.2% |
| 10Y | +361.9% | +305.7% | +56.2% | +154.6% |
| All | +522.9% | +315.5% | +207.5% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling