+597.9%
HPE vs MSI
+811.5%
-213.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +13.6% | +2.6% | +11.0% | +12.2% |
| 30D | -27.1% | +18.1% | -45.2% | -33.2% |
| 3M | -14.5% | +13.2% | -27.7% | -20.4% |
| 6M | +66.9% | +36.3% | +30.7% | +39.8% |
| YTD | +111.3% | +39.5% | +71.8% | +71.6% |
| 1Y | +117.5% | +36.9% | +80.6% | +78.4% |
| 3Y | +238.1% | +76.1% | +162.0% | +135.7% |
| 5Y | +292.4% | +123.7% | +168.7% | +133.5% |
| 10Y | +389.3% | +664.3% | -275.0% | +48.2% |
| All | +597.9% | +811.5% | -213.5% | +86.1% |
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