+129.2%
HPE vs MSI
-0.7%
+129.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.5% |
| 7D | -0.6% | -3.7% | +3.1% | -0.8% |
| 30D | -2.3% | +6.8% | -9.1% | -2.2% |
| 3M | -2.9% | +14.3% | -17.2% | -2.9% |
| 6M | +143.6% | -1.6% | +145.1% | +146.3% |
| YTD | +118.5% | +22.8% | +95.7% | +112.3% |
| 1Y | +129.2% | -1.1% | +130.3% | +142.6% |
| All | +129.2% | -0.7% | +129.9% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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