+495.9%
HPE vs MS
+803.8%
-307.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.2% |
| 7D | +10.1% | +2.5% | +7.7% | +8.4% |
| 30D | +5.3% | 0.0% | +5.3% | +5.3% |
| 3M | +12.7% | +2.4% | +10.2% | +11.3% |
| 6M | +167.7% | +36.4% | +131.3% | +120.3% |
| YTD | +135.5% | +23.8% | +111.6% | +105.1% |
| 1Y | +143.4% | +48.6% | +94.8% | +88.5% |
| 3Y | +249.2% | +179.1% | +70.0% | +79.5% |
| 5Y | +343.8% | +144.8% | +199.0% | +142.0% |
| 10Y | +495.9% | +794.2% | -298.3% | +53.1% |
| All | +495.9% | +803.8% | -307.9% | +53.1% |
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