+396.0%
HPE vs MRSH
+18.2%
+377.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.7% | +12.5% |
| 7D | +19.4% | -4.8% | +24.2% | +20.8% |
| 30D | +5.6% | -6.3% | +11.9% | +7.3% |
| 3M | +33.1% | +5.8% | +27.3% | +28.8% |
| 6M | +192.5% | +2.8% | +189.7% | +184.6% |
| YTD | +160.9% | -3.1% | +164.0% | +159.9% |
| 1Y | +155.0% | -11.3% | +166.2% | +165.6% |
| 3Y | +289.4% | -5.0% | +294.4% | +281.6% |
| All | +396.0% | +18.2% | +377.8% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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