+143.4%
HPE vs MP
-11.6%
+155.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.2% | +7.5% |
| 7D | +10.1% | +3.0% | +7.1% | +9.5% |
| 30D | +5.3% | +8.3% | -3.1% | +3.6% |
| 3M | +12.7% | -3.8% | +16.5% | +12.1% |
| 6M | +167.7% | -4.9% | +172.6% | +166.5% |
| YTD | +135.5% | +9.6% | +125.9% | +131.3% |
| 1Y | +143.4% | -11.7% | +155.1% | +145.8% |
| All | +143.4% | -11.6% | +155.0% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling