+298.8%
HPE vs MOS
-8.7%
+307.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.8% |
| 7D | -0.6% | +9.5% | -10.1% | -2.7% |
| 30D | -2.3% | +10.4% | -12.7% | -4.7% |
| 3M | -2.9% | +12.9% | -15.7% | -6.2% |
| 6M | +143.6% | +1.2% | +142.3% | +139.6% |
| YTD | +118.5% | +9.3% | +109.2% | +110.6% |
| 1Y | +129.2% | -18.0% | +147.2% | +135.8% |
| 3Y | +212.5% | -29.0% | +241.5% | +222.9% |
| All | +298.8% | -8.7% | +307.5% | +242.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling