+666.4%
HPE vs MRSH
+295.8%
+370.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.4% |
| 7D | +1.4% | -5.9% | +7.4% | +4.5% |
| 30D | +1.5% | -7.3% | +8.8% | +5.2% |
| 3M | +21.7% | +6.7% | +15.1% | +15.1% |
| 6M | +164.2% | +3.0% | +161.2% | +151.9% |
| YTD | +132.1% | -2.9% | +135.0% | +128.0% |
| 1Y | +130.6% | -9.0% | +139.6% | +135.7% |
| 3Y | +244.1% | -4.3% | +248.4% | +231.2% |
| 5Y | +340.8% | +19.4% | +321.4% | +257.6% |
| 10Y | +500.2% | +218.1% | +282.1% | +116.4% |
| All | +666.4% | +295.8% | +370.6% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling