+45.4%
MSFT vs HPE
+241.5%
-196.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.8% | -7.1% | -2.9% |
| 7D | -6.2% | +0.3% | -6.6% | -6.4% |
| 30D | -3.7% | -28.6% | +24.9% | +0.2% |
| 3M | +3.6% | -7.4% | +11.0% | +3.6% |
| 6M | +26.8% | +63.7% | -36.9% | +14.2% |
| YTD | +8.4% | +111.7% | -103.3% | -7.3% |
| 1Y | +3.3% | +123.5% | -120.2% | -12.8% |
| All | +45.4% | +241.5% | -196.0% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling