+621.7%
HPE vs MOS
-6.9%
+628.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.9% |
| 7D | -0.6% | +9.5% | -10.1% | -3.3% |
| 30D | -2.3% | +10.4% | -12.7% | -5.4% |
| 3M | -2.9% | +12.9% | -15.7% | -7.2% |
| 6M | +143.6% | +1.2% | +142.3% | +138.3% |
| YTD | +118.5% | +9.3% | +109.2% | +108.2% |
| 1Y | +129.2% | -18.0% | +147.2% | +136.6% |
| 3Y | +212.5% | -29.0% | +241.5% | +227.0% |
| 5Y | +286.9% | -9.6% | +296.5% | +248.4% |
| 10Y | +432.3% | +6.1% | +426.3% | +298.5% |
| All | +621.7% | -6.9% | +628.6% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling