+129.2%
HPE vs MS
+49.4%
+79.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.7% | -4.7% |
| 7D | -0.6% | +1.4% | -2.0% | -1.6% |
| 30D | -2.3% | -0.3% | -2.0% | -2.1% |
| 3M | -2.9% | +0.3% | -3.2% | -2.8% |
| 6M | +143.6% | +31.3% | +112.2% | +108.1% |
| YTD | +118.5% | +24.7% | +93.9% | +91.3% |
| 1Y | +129.2% | +47.9% | +81.3% | +81.9% |
| All | +129.2% | +49.4% | +79.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling