+246.3%
HPE vs MCO
+40.3%
+206.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -5.7% |
| 7D | +1.4% | -7.3% | +8.8% | +4.4% |
| 30D | +1.5% | -1.7% | +3.3% | +2.0% |
| 3M | +21.7% | +3.9% | +17.8% | +18.3% |
| 6M | +164.2% | +3.8% | +160.4% | +155.1% |
| YTD | +132.1% | -7.9% | +140.0% | +138.5% |
| 1Y | +130.6% | -6.8% | +137.5% | +134.0% |
| All | +246.3% | +40.3% | +206.0% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling