+151.8%
HPE vs MSCI
-1.7%
+153.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +5.2% |
| 7D | +13.6% | -1.1% | +14.7% | +13.5% |
| 30D | +7.7% | -1.2% | +8.9% | +7.6% |
| 3M | +22.4% | -8.4% | +30.8% | +21.9% |
| 6M | +172.6% | -1.0% | +173.6% | +169.0% |
| YTD | +147.5% | -2.3% | +149.8% | +145.6% |
| 1Y | +151.8% | -1.2% | +153.0% | +146.7% |
| All | +151.8% | -1.7% | +153.4% | +146.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling