+155.0%
HPE vs MSTZ
-18.6%
+173.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.8% | +16.2% | +12.2% |
| 7D | +19.4% | +17.0% | +2.4% | +20.7% |
| 30D | +5.6% | -61.8% | +67.4% | +0.5% |
| 3M | +33.1% | -54.6% | +87.6% | +30.5% |
| 6M | +192.5% | -59.3% | +251.7% | +188.4% |
| YTD | +160.9% | -74.6% | +235.5% | +156.5% |
| 1Y | +155.0% | -18.8% | +173.8% | +193.2% |
| All | +155.0% | -18.6% | +173.5% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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