+116.4%
HPE vs MSFU
-2.2%
+118.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +13.5% | -19.1% | -6.8% |
| 7D | -17.0% | +8.2% | -25.1% | -17.6% |
| 30D | -26.7% | +10.2% | -36.9% | -27.3% |
| 3M | -4.1% | +22.9% | -27.0% | -5.8% |
| 6M | +75.4% | +63.2% | +12.2% | +68.8% |
| YTD | +111.0% | +11.7% | +99.3% | +102.5% |
| 1Y | +116.4% | -3.5% | +119.9% | +113.5% |
| All | +116.4% | -2.2% | +118.6% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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