+22.5%
MA vs HPE
+113.0%
-90.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.7% | +9.6% | +3.6% |
| 7D | +10.2% | -17.0% | +27.2% | +9.1% |
| 30D | +19.3% | -26.7% | +46.1% | +17.6% |
| 3M | +18.0% | -4.1% | +22.1% | +17.9% |
| 6M | +33.7% | +75.4% | -41.7% | +30.9% |
| YTD | +18.6% | +111.0% | -92.4% | +11.9% |
| 1Y | +22.5% | +116.4% | -94.0% | +14.9% |
| All | +22.5% | +113.0% | -90.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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