+761.8%
HPE vs MCK
+391.9%
+369.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.4% |
| 7D | +19.4% | -2.9% | +22.3% | +20.3% |
| 30D | +5.6% | +0.4% | +5.2% | +5.4% |
| 3M | +33.1% | +12.1% | +21.0% | +28.0% |
| 6M | +192.5% | -5.4% | +197.9% | +194.3% |
| YTD | +160.9% | +7.8% | +153.1% | +150.9% |
| 1Y | +155.0% | +22.9% | +132.0% | +134.4% |
| 3Y | +289.4% | +110.7% | +178.7% | +188.4% |
| 5Y | +395.7% | +346.2% | +49.5% | +173.1% |
| 10Y | +574.8% | +440.1% | +134.7% | +230.8% |
| All | +761.8% | +391.9% | +369.8% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling