+621.7%
HPE vs MSCI
+982.2%
-360.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -2.3% | +0.6% | -2.9% | -2.5% |
| 3M | -2.9% | -7.1% | +4.2% | -1.2% |
| 6M | +143.6% | +0.8% | +142.7% | +138.9% |
| YTD | +118.5% | +1.0% | +117.5% | +113.0% |
| 1Y | +129.2% | +4.3% | +124.9% | +119.5% |
| 3Y | +212.5% | +9.9% | +202.6% | +188.2% |
| 5Y | +286.9% | -6.8% | +293.7% | +267.3% |
| 10Y | +432.3% | +614.7% | -182.3% | +71.8% |
| All | +621.7% | +982.2% | -360.5% | +92.4% |
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