+149.0%
HPE vs MDLN
-2.7%
+151.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +4.7% |
| 7D | +13.6% | -6.2% | +19.8% | +12.1% |
| 30D | +7.7% | +0.7% | +7.0% | +7.9% |
| 3M | +22.4% | -5.4% | +27.8% | +21.8% |
| 6M | +172.6% | -21.6% | +194.2% | +171.9% |
| YTD | +147.5% | -18.9% | +166.4% | +145.3% |
| All | +149.0% | -2.7% | +151.7% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling