+340.5%
HPE vs MS
+616.2%
-275.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -18.7% | -1.6% | -17.2% | -17.9% |
| 30D | -37.9% | -3.8% | -34.1% | -36.1% |
| 3M | -14.4% | -14.6% | +0.2% | -4.6% |
| 6M | +48.2% | -5.1% | +53.3% | +55.6% |
| YTD | +88.6% | +4.5% | +84.1% | +84.5% |
| 1Y | +94.8% | +13.5% | +81.2% | +80.8% |
| 3Y | +202.7% | +160.4% | +42.3% | +65.0% |
| 5Y | +231.6% | +112.9% | +118.8% | +99.9% |
| All | +340.5% | +616.2% | -275.6% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling