+513.2%
MA vs HPE
+533.2%
-20.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -2.0% |
| 7D | -3.5% | +13.6% | -17.2% | -7.2% |
| 30D | +0.8% | +7.7% | -6.9% | -1.9% |
| 3M | +14.8% | +22.4% | -7.6% | +6.5% |
| 6M | +10.0% | +172.6% | -162.6% | -24.2% |
| YTD | -0.1% | +147.5% | -147.6% | -29.2% |
| 1Y | -2.2% | +151.8% | -154.0% | -31.8% |
| 3Y | +39.3% | +267.1% | -227.8% | -21.7% |
| 5Y | +66.3% | +362.8% | -296.4% | -18.1% |
| 10Y | +513.2% | +540.2% | -26.9% | +142.9% |
| All | +513.2% | +533.2% | -20.0% | +142.9% |
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 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