+276.2%
HPE vs MS
+123.3%
+152.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.3% |
| 7D | +7.9% | +5.1% | +2.8% | +4.2% |
| 30D | -23.5% | +5.7% | -29.2% | -26.3% |
| 3M | -19.1% | -12.2% | -6.9% | -10.9% |
| 6M | +51.4% | -0.5% | +51.9% | +54.5% |
| YTD | +103.4% | +9.8% | +93.6% | +92.8% |
| 1Y | +114.4% | +17.7% | +96.7% | +94.0% |
| 3Y | +224.7% | +176.8% | +47.8% | +69.2% |
| All | +276.2% | +123.3% | +152.9% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling