+23.8%
MSFT vs HPE
+140.8%
-117.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.4% | -1.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +2.7% | -2.3% | +5.0% | +2.8% |
| 3M | +17.0% | -2.9% | +19.8% | +17.0% |
| 6M | +23.8% | +143.6% | -119.7% | +17.5% |
| All | +23.8% | +140.8% | -117.0% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling