+63.3%
MSFT vs HPE
+264.7%
-201.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.8% | -7.1% | -3.2% |
| 7D | -6.2% | +0.3% | -6.6% | -6.5% |
| 30D | -3.7% | -28.6% | +24.9% | +2.4% |
| 3M | +3.6% | -7.4% | +11.0% | +3.5% |
| 6M | +26.8% | +63.7% | -36.9% | +8.1% |
| YTD | +8.4% | +111.7% | -103.3% | -14.5% |
| 1Y | +3.3% | +123.5% | -120.2% | -20.0% |
| 3Y | +44.3% | +238.7% | -194.4% | -8.4% |
| 5Y | +63.3% | +261.0% | -197.7% | -3.0% |
| All | +63.3% | +264.7% | -201.4% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling