+613.7%
MA vs HPE
+457.3%
+156.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | +2.3% | -18.7% | +21.0% | +7.4% |
| 30D | +14.7% | -37.9% | +52.6% | +28.5% |
| 3M | +13.5% | -14.4% | +27.9% | +14.9% |
| 6M | +33.1% | +48.2% | -15.1% | +9.7% |
| YTD | +15.1% | +88.6% | -73.5% | -13.5% |
| 1Y | +18.7% | +94.8% | -76.0% | -12.1% |
| 3Y | +72.1% | +202.7% | -130.6% | +0.8% |
| 5Y | +92.8% | +231.6% | -138.8% | +6.0% |
| 10Y | +571.6% | +361.9% | +209.7% | +201.1% |
| All | +613.7% | +457.3% | +156.4% | +190.7% |
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