+365.4%
HPE vs MSCI
+799.4%
-434.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +5.9% |
| 7D | -7.1% | +1.5% | -8.6% | -7.6% |
| 30D | -35.3% | +14.4% | -49.7% | -38.5% |
| 3M | -10.4% | +15.2% | -25.6% | -15.2% |
| 6M | +52.5% | +11.2% | +41.3% | +44.4% |
| YTD | +100.3% | +13.9% | +86.3% | +86.4% |
| 1Y | +106.4% | +12.5% | +93.9% | +92.9% |
| 3Y | +227.4% | +32.3% | +195.1% | +182.1% |
| 5Y | +250.6% | +4.9% | +245.7% | +220.0% |
| 10Y | +365.4% | +779.7% | -414.3% | +73.8% |
| All | +365.4% | +799.4% | -434.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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