+540.9%
HPE vs MP
+450.8%
+90.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.7% |
| 7D | -0.6% | -2.9% | +2.3% | -0.2% |
| 30D | -2.3% | +13.8% | -16.1% | -4.2% |
| 3M | -2.9% | -16.7% | +13.8% | -0.8% |
| 6M | +143.6% | -11.5% | +155.1% | +145.5% |
| YTD | +118.5% | +7.9% | +110.6% | +113.4% |
| 1Y | +129.2% | -15.0% | +144.2% | +127.3% |
| 3Y | +212.5% | +153.5% | +59.0% | +148.5% |
| 5Y | +286.9% | +58.7% | +228.2% | +220.3% |
| All | +540.9% | +450.8% | +90.1% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling