+388.5%
HPE vs MS
+544.7%
-156.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +13.6% | +3.7% | +9.9% | +11.0% |
| 30D | -27.1% | +2.0% | -29.1% | -27.8% |
| 3M | -14.5% | -12.6% | -1.9% | -6.0% |
| 6M | +66.9% | -0.3% | +67.2% | +69.8% |
| YTD | +111.3% | +9.0% | +102.3% | +101.2% |
| 1Y | +117.5% | +13.9% | +103.6% | +101.4% |
| 3Y | +238.1% | +173.6% | +64.5% | +77.4% |
| 5Y | +292.4% | +122.0% | +170.4% | +129.3% |
| All | +388.5% | +544.7% | -156.2% | +52.0% |
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