+192.5%
HPE vs MCK
-4.1%
+196.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.5% |
| 7D | +19.4% | -2.9% | +22.3% | +17.3% |
| 30D | +5.6% | +0.4% | +5.2% | +5.9% |
| 3M | +33.1% | +12.1% | +21.0% | +43.9% |
| 6M | +192.5% | -5.4% | +197.9% | +252.1% |
| All | +192.5% | -4.1% | +196.6% | +252.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling