+340.5%
HPE vs MOS
+8.6%
+331.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | -18.7% | +21.6% | -40.3% | -23.8% |
| 30D | -37.9% | +12.0% | -49.9% | -40.5% |
| 3M | -14.4% | -3.9% | -10.5% | -14.8% |
| 6M | +48.2% | -3.3% | +51.5% | +46.1% |
| YTD | +88.6% | -4.6% | +93.3% | +84.6% |
| 1Y | +94.8% | -7.0% | +101.8% | +91.4% |
| 3Y | +202.7% | -24.4% | +227.1% | +207.0% |
| 5Y | +231.6% | -32.1% | +263.8% | +223.4% |
| All | +340.5% | +8.6% | +331.9% | +243.4% |
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