+4.9%
MSFT vs HPE
+111.3%
-106.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.4% |
| 7D | -1.3% | +7.9% | -9.1% | -1.8% |
| 30D | -1.8% | -23.5% | +21.6% | -0.5% |
| 3M | +5.6% | -19.1% | +24.7% | +6.6% |
| 6M | +29.8% | +51.4% | -21.6% | +24.0% |
| YTD | +9.0% | +103.4% | -94.4% | +1.0% |
| 1Y | +4.9% | +114.4% | -109.4% | -3.4% |
| All | +4.9% | +111.3% | -106.3% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling