+855.4%
MU vs HPE
+202.5%
+652.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.3% |
| 7D | -22.0% | -18.7% | -3.3% | -11.4% |
| 30D | -36.6% | -37.9% | +1.3% | -16.6% |
| 3M | -21.7% | -14.4% | -7.3% | -16.2% |
| 6M | +3.5% | +48.2% | -44.7% | -20.6% |
| YTD | +141.9% | +88.6% | +53.3% | +57.4% |
| 1Y | +189.8% | +94.8% | +95.1% | +84.9% |
| 3Y | +855.4% | +202.7% | +652.7% | +360.3% |
| All | +855.4% | +202.5% | +652.9% | +360.3% |
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