+396.0%
HPE vs MCO
+28.6%
+367.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.8% | +11.8% |
| 7D | +19.4% | -3.8% | +23.2% | +21.3% |
| 30D | +5.6% | -0.4% | +6.0% | +5.7% |
| 3M | +33.1% | +7.7% | +25.3% | +27.5% |
| 6M | +192.5% | +7.0% | +185.5% | +179.0% |
| YTD | +160.9% | -6.4% | +167.3% | +164.3% |
| 1Y | +155.0% | -7.6% | +162.6% | +159.2% |
| 3Y | +289.4% | +43.2% | +246.2% | +219.1% |
| All | +396.0% | +28.6% | +367.4% | +291.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling