+129.2%
HPE vs MCK
+32.0%
+97.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.8% |
| 7D | -0.6% | +1.7% | -2.3% | -0.1% |
| 30D | -2.3% | +3.6% | -5.9% | -1.4% |
| 3M | -2.9% | +20.1% | -22.9% | +1.1% |
| 6M | +143.6% | -7.0% | +150.6% | +154.0% |
| YTD | +118.5% | +11.0% | +107.5% | +130.4% |
| 1Y | +129.2% | +31.8% | +97.4% | +142.9% |
| All | +129.2% | +32.0% | +97.2% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling