+116.4%
HPE vs MDLZ
+22.7%
+93.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.1% | -3.5% |
| 7D | -17.0% | +8.9% | -25.9% | -12.2% |
| 30D | -26.7% | +15.2% | -41.9% | -20.3% |
| 3M | -4.1% | +9.5% | -13.6% | +2.0% |
| 6M | +75.4% | +11.7% | +63.7% | +89.9% |
| YTD | +111.0% | +28.4% | +82.6% | +130.7% |
| 1Y | +116.4% | +24.4% | +92.0% | +138.0% |
| All | +116.4% | +22.7% | +93.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 1y: compounded portfolio wealth divided by compounded MDLZ 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…
1y analysis · Full analysis span regression · 6 months rolling