+453.2%
HPE vs MP
+257.7%
+195.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | +0.6% |
| 7D | -18.7% | -10.5% | -8.2% | -17.3% |
| 30D | -37.9% | -23.5% | -14.4% | -35.4% |
| 3M | -14.4% | -25.4% | +11.0% | -10.8% |
| 6M | +48.2% | -51.3% | +99.5% | +63.1% |
| YTD | +88.6% | -29.9% | +118.5% | +96.0% |
| 1Y | +94.8% | -31.8% | +126.6% | +102.2% |
| 3Y | +202.7% | +127.0% | +75.7% | +144.9% |
| 5Y | +231.6% | -3.3% | +234.9% | +194.0% |
| All | +453.2% | +257.7% | +195.5% | +311.2% |
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