+532.4%
MA vs HPE
+545.6%
-13.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +1.5% | -2.3% | +3.8% | +1.8% |
| 3M | +20.4% | -2.9% | +23.3% | +19.5% |
| 6M | +11.1% | +143.6% | -132.4% | -20.2% |
| YTD | +2.0% | +118.5% | -116.6% | -24.4% |
| 1Y | -2.2% | +129.2% | -131.4% | -29.3% |
| 3Y | +41.9% | +212.5% | -170.6% | -14.2% |
| 5Y | +75.4% | +286.9% | -211.6% | -5.5% |
| 10Y | +527.5% | +432.3% | +95.2% | +177.7% |
| All | +532.4% | +545.6% | -13.2% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling