+123.5%
HPE vs MS
+17.9%
+105.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.4% |
| 7D | +0.3% | -1.7% | +2.1% | +2.3% |
| 30D | -28.6% | +0.9% | -29.5% | -28.8% |
| 3M | -7.4% | -10.8% | +3.5% | +3.0% |
| 6M | +63.7% | +0.9% | +62.8% | +70.1% |
| YTD | +111.7% | +9.8% | +101.9% | +107.1% |
| 1Y | +123.5% | +17.1% | +106.4% | +103.2% |
| All | +123.5% | +17.9% | +105.6% | +103.2% |
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