+621.7%
HPE vs MSI
+702.3%
-80.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.0% |
| 7D | -0.6% | -3.7% | +3.1% | +1.2% |
| 30D | -2.3% | +6.8% | -9.1% | -6.1% |
| 3M | -2.9% | +14.3% | -17.2% | -10.4% |
| 6M | +143.6% | -1.6% | +145.1% | +141.4% |
| YTD | +118.5% | +22.8% | +95.7% | +90.4% |
| 1Y | +129.2% | -1.1% | +130.3% | +125.0% |
| 3Y | +212.5% | +70.5% | +142.0% | +120.8% |
| 5Y | +286.9% | +102.8% | +184.1% | +141.8% |
| 10Y | +432.3% | +597.4% | -165.1% | +69.7% |
| All | +621.7% | +702.3% | -80.5% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling