+172.6%
HPE vs MDLN
-21.0%
+193.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +4.6% |
| 7D | +13.6% | -6.2% | +19.8% | +11.8% |
| 30D | +7.7% | +0.7% | +7.0% | +8.0% |
| 3M | +22.4% | -5.4% | +27.8% | +22.5% |
| 6M | +172.6% | -21.6% | +194.2% | +177.2% |
| All | +172.6% | -21.0% | +193.6% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 6mo: compounded portfolio wealth divided by compounded MDLN 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…
6mo analysis · Full analysis span regression · 6 months rolling