+495.9%
HPE vs MOS
+11.1%
+484.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +7.0% |
| 7D | +10.1% | +7.1% | +3.1% | +8.0% |
| 30D | +5.3% | +15.0% | -9.8% | +0.8% |
| 3M | +12.7% | +24.1% | -11.4% | +4.8% |
| 6M | +167.7% | +2.7% | +164.9% | +160.9% |
| YTD | +135.5% | +12.2% | +123.3% | +122.8% |
| 1Y | +143.4% | -16.3% | +159.7% | +149.9% |
| 3Y | +249.2% | -23.3% | +272.5% | +257.1% |
| 5Y | +343.8% | -4.2% | +348.0% | +291.3% |
| 10Y | +495.9% | +12.6% | +483.3% | +352.4% |
| All | +495.9% | +11.1% | +484.8% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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