+621.7%
HPE vs MS
+824.6%
-202.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.7% | -4.7% |
| 7D | -0.6% | +1.4% | -2.0% | -1.4% |
| 30D | -2.3% | -0.3% | -2.0% | -2.1% |
| 3M | -2.9% | +0.3% | -3.2% | -2.6% |
| 6M | +143.6% | +31.3% | +112.2% | +105.5% |
| YTD | +118.5% | +24.7% | +93.9% | +89.6% |
| 1Y | +129.2% | +47.9% | +81.3% | +78.1% |
| 3Y | +212.5% | +178.3% | +34.2% | +61.2% |
| 5Y | +286.9% | +144.9% | +142.0% | +111.3% |
| 10Y | +432.3% | +804.5% | -372.2% | +21.6% |
| All | +621.7% | +824.6% | -202.9% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling