+19.8%
MA vs HPE
+111.3%
-91.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.1% |
| 7D | +1.3% | +7.9% | -6.6% | +1.7% |
| 30D | +9.6% | -23.5% | +33.1% | +8.2% |
| 3M | +16.8% | -19.1% | +35.9% | +15.7% |
| 6M | +35.2% | +51.4% | -16.2% | +33.2% |
| YTD | +16.6% | +103.4% | -86.9% | +9.4% |
| 1Y | +19.8% | +114.4% | -94.6% | +12.4% |
| All | +19.8% | +111.3% | -91.5% | +12.4% |
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