+563.1%
HPE vs MCO
+393.6%
+169.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.8% | +11.7% |
| 7D | +19.4% | -3.8% | +23.2% | +21.6% |
| 30D | +5.6% | -0.4% | +6.0% | +5.7% |
| 3M | +33.1% | +7.7% | +25.3% | +26.9% |
| 6M | +192.5% | +7.0% | +185.5% | +177.7% |
| YTD | +160.9% | -6.4% | +167.3% | +163.2% |
| 1Y | +155.0% | -7.6% | +162.6% | +158.1% |
| 3Y | +289.4% | +43.2% | +246.2% | +212.3% |
| 5Y | +395.7% | +29.6% | +366.1% | +307.2% |
| All | +563.1% | +393.6% | +169.5% | +157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling