+520.9%
HPE vs MP
+271.0%
+249.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | +0.3% | +2.3% | -2.0% | +0.1% |
| 30D | -28.6% | -15.3% | -13.3% | -26.7% |
| 3M | -7.4% | -33.5% | +26.1% | -1.9% |
| 6M | +63.7% | -45.5% | +109.2% | +77.4% |
| YTD | +111.7% | -27.3% | +139.0% | +118.8% |
| 1Y | +123.5% | -40.7% | +164.2% | +136.3% |
| 3Y | +238.7% | +145.9% | +92.8% | +170.9% |
| 5Y | +261.0% | -13.9% | +274.9% | +222.7% |
| All | +520.9% | +271.0% | +249.9% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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