+666.4%
HPE vs MCO
+421.0%
+245.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -5.5% |
| 7D | +1.4% | -7.3% | +8.8% | +5.3% |
| 30D | +1.5% | -1.7% | +3.3% | +2.2% |
| 3M | +21.7% | +3.9% | +17.8% | +17.9% |
| 6M | +164.2% | +3.8% | +160.4% | +153.9% |
| YTD | +132.1% | -7.9% | +140.0% | +135.7% |
| 1Y | +130.6% | -6.8% | +137.5% | +131.9% |
| 3Y | +244.1% | +40.9% | +203.2% | +174.3% |
| 5Y | +340.8% | +27.5% | +313.3% | +260.6% |
| 10Y | +500.2% | +381.4% | +118.8% | +88.3% |
| All | +666.4% | +421.0% | +245.4% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling