+522.9%
HPE vs MSCI
+1,110.6%
-587.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.2% |
| 7D | -18.7% | +2.8% | -21.6% | -19.7% |
| 30D | -37.9% | +15.4% | -53.3% | -41.3% |
| 3M | -14.4% | +13.4% | -27.8% | -18.7% |
| 6M | +48.2% | +10.9% | +37.3% | +40.1% |
| YTD | +88.6% | +13.0% | +75.6% | +75.5% |
| 1Y | +94.8% | +12.0% | +82.7% | +81.7% |
| 3Y | +202.7% | +34.1% | +168.6% | +157.5% |
| 5Y | +231.6% | +3.9% | +227.8% | +202.7% |
| 10Y | +361.9% | +802.0% | -440.1% | +31.1% |
| All | +522.9% | +1,110.6% | -587.7% | +58.6% |
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