+569.6%
MA vs HPE
+396.4%
+173.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.6% | -0.9% |
| 7D | -1.8% | +0.3% | -2.1% | -2.1% |
| 30D | +11.0% | -28.6% | +39.6% | +20.0% |
| 3M | +17.9% | -7.4% | +25.2% | +16.9% |
| 6M | +33.2% | +63.7% | -30.5% | +6.6% |
| YTD | +16.5% | +111.7% | -95.2% | -15.7% |
| 1Y | +19.1% | +123.5% | -104.4% | -15.8% |
| 3Y | +70.6% | +238.7% | -168.1% | -5.0% |
| 5Y | +92.1% | +261.0% | -168.9% | +0.8% |
| 10Y | +569.6% | +390.2% | +179.4% | +183.3% |
| All | +569.6% | +396.4% | +173.2% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling