+202.7%
HPE vs MSCI
+33.6%
+169.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | -18.7% | +2.8% | -21.6% | -19.2% |
| 30D | -37.9% | +15.4% | -53.3% | -39.8% |
| 3M | -14.4% | +13.4% | -27.8% | -16.8% |
| 6M | +48.2% | +10.9% | +37.3% | +43.0% |
| YTD | +88.6% | +13.0% | +75.6% | +80.0% |
| 1Y | +94.8% | +12.0% | +82.7% | +86.4% |
| 3Y | +202.7% | +34.1% | +168.6% | +168.0% |
| All | +202.7% | +33.6% | +169.1% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling