+215.5%
HPE vs MS
+178.0%
+37.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.7% | -4.7% |
| 7D | -0.6% | +1.4% | -2.0% | -1.5% |
| 30D | -2.3% | -0.3% | -2.0% | -2.1% |
| 3M | -2.9% | +0.3% | -3.2% | -2.7% |
| 6M | +143.6% | +31.3% | +112.2% | +103.0% |
| YTD | +118.5% | +24.7% | +93.9% | +87.6% |
| 1Y | +129.2% | +47.9% | +81.3% | +74.2% |
| All | +215.5% | +178.0% | +37.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling