+1,114.2%
MSFT vs HPE
+545.6%
+568.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.4% | -0.8% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +2.7% | -2.3% | +5.0% | +3.0% |
| 3M | +17.0% | -2.9% | +19.8% | +16.5% |
| 6M | +23.8% | +143.6% | -119.7% | -7.7% |
| YTD | +4.0% | +118.5% | -114.5% | -20.3% |
| 1Y | -0.8% | +129.2% | -130.0% | -25.6% |
| 3Y | +55.6% | +212.5% | -156.9% | +0.6% |
| 5Y | +72.9% | +286.9% | -214.0% | +1.9% |
| 10Y | +875.8% | +432.3% | +443.5% | +386.1% |
| All | +1,114.2% | +545.6% | +568.5% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling