+561.5%
HPE vs MSCI
+1,120.9%
-559.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +5.9% |
| 7D | -7.1% | +1.5% | -8.6% | -7.7% |
| 30D | -35.3% | +14.4% | -49.7% | -38.6% |
| 3M | -10.4% | +15.2% | -25.6% | -15.4% |
| 6M | +52.5% | +11.2% | +41.3% | +44.0% |
| YTD | +100.3% | +13.9% | +86.3% | +85.9% |
| 1Y | +106.4% | +12.5% | +93.9% | +92.3% |
| 3Y | +227.4% | +32.3% | +195.1% | +180.3% |
| 5Y | +250.6% | +4.9% | +245.7% | +218.9% |
| 10Y | +365.4% | +779.7% | -414.3% | +34.7% |
| All | +561.5% | +1,120.9% | -559.4% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling