+870.5%
MSFT vs HPE
+546.3%
+324.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.8% |
| 7D | -1.0% | +13.6% | -14.7% | -4.5% |
| 30D | -2.7% | +7.7% | -10.4% | -5.0% |
| 3M | +22.1% | +22.4% | -0.3% | +14.1% |
| 6M | +20.6% | +172.6% | -152.0% | -13.2% |
| YTD | +2.3% | +147.5% | -145.2% | -24.5% |
| 1Y | -0.5% | +151.8% | -152.3% | -27.5% |
| 3Y | +50.5% | +267.1% | -216.5% | -8.0% |
| 5Y | +72.3% | +362.8% | -290.4% | -5.0% |
| All | +870.5% | +546.3% | +324.2% | +354.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling