+72.1%
MA vs HPE
+202.5%
-130.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +2.3% | -18.7% | +21.0% | +3.1% |
| 30D | +14.7% | -37.9% | +52.6% | +17.2% |
| 3M | +13.5% | -14.4% | +27.9% | +13.5% |
| 6M | +33.1% | +48.2% | -15.1% | +24.0% |
| YTD | +15.1% | +88.6% | -73.5% | +3.1% |
| 1Y | +18.7% | +94.8% | -76.0% | +5.6% |
| 3Y | +72.1% | +202.7% | -130.6% | +40.9% |
| All | +72.1% | +202.5% | -130.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling