+872.1%
MSFT vs HPE
+506.0%
+366.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +1.8% |
| 7D | -3.5% | +1.4% | -4.9% | -4.1% |
| 30D | -2.1% | +1.5% | -3.6% | -3.0% |
| 3M | +24.2% | +21.7% | +2.4% | +16.0% |
| 6M | +21.9% | +164.2% | -142.3% | -11.7% |
| YTD | +2.5% | +132.1% | -129.6% | -23.1% |
| 1Y | -0.8% | +130.6% | -131.4% | -26.0% |
| 3Y | +50.8% | +244.1% | -193.4% | -6.3% |
| 5Y | +73.5% | +340.8% | -267.3% | -3.3% |
| All | +872.1% | +506.0% | +366.1% | +362.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling