+571.9%
HPE vs MDT
+84.2%
+487.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.5% |
| 7D | +7.9% | +1.0% | +6.8% | +7.4% |
| 30D | -23.5% | +9.2% | -32.6% | -27.0% |
| 3M | -19.1% | +14.5% | -33.6% | -25.1% |
| 6M | +51.4% | +37.3% | +14.1% | +25.7% |
| YTD | +103.4% | +9.8% | +93.6% | +89.0% |
| 1Y | +114.4% | +10.5% | +103.9% | +98.0% |
| 3Y | +224.7% | +57.4% | +167.2% | +137.2% |
| 5Y | +277.8% | +1.2% | +276.6% | +256.7% |
| 10Y | +371.1% | +63.2% | +307.8% | +221.0% |
| All | +571.9% | +84.2% | +487.8% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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