+67.5%
MA vs HPE
+331.4%
-263.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.2% | -2.6% |
| 7D | -1.8% | +10.1% | -11.9% | -3.3% |
| 30D | +1.4% | +5.3% | -3.9% | +0.3% |
| 3M | +17.7% | +12.7% | +5.1% | +14.6% |
| 6M | +9.7% | +167.7% | -158.0% | -13.7% |
| YTD | +0.5% | +135.5% | -135.0% | -18.7% |
| 1Y | -2.1% | +143.4% | -145.5% | -21.9% |
| 3Y | +40.1% | +249.2% | -209.1% | -4.9% |
| 5Y | +67.5% | +343.8% | -276.3% | -0.3% |
| All | +67.5% | +331.4% | -263.9% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling