+298.8%
HPE vs MP
+58.1%
+240.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.7% |
| 7D | -0.6% | -2.9% | +2.3% | -0.1% |
| 30D | -2.3% | +13.8% | -16.1% | -4.5% |
| 3M | -2.9% | -16.7% | +13.8% | -0.5% |
| 6M | +143.6% | -11.5% | +155.1% | +145.7% |
| YTD | +118.5% | +7.9% | +110.6% | +112.4% |
| 1Y | +129.2% | -15.0% | +144.2% | +126.7% |
| 3Y | +212.5% | +153.5% | +59.0% | +134.9% |
| All | +298.8% | +58.1% | +240.7% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling