+129.2%
HPE vs MCO
+0.4%
+128.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.5% |
| 7D | -0.6% | -4.2% | +3.6% | -0.8% |
| 30D | -2.3% | +2.2% | -4.5% | -2.1% |
| 3M | -2.9% | +10.1% | -13.0% | -2.9% |
| 6M | +143.6% | +5.3% | +138.3% | +144.8% |
| YTD | +118.5% | -2.7% | +121.3% | +125.8% |
| 1Y | +129.2% | -0.4% | +129.6% | +131.8% |
| All | +129.2% | +0.4% | +128.8% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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