+563.1%
HPE vs MDY
+177.2%
+385.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +11.6% |
| 7D | +19.4% | -1.9% | +21.3% | +21.9% |
| 30D | +5.6% | -4.6% | +10.3% | +11.5% |
| 3M | +33.1% | -1.2% | +34.3% | +35.5% |
| 6M | +192.5% | +9.2% | +183.2% | +169.1% |
| YTD | +160.9% | +13.1% | +147.9% | +132.0% |
| 1Y | +155.0% | +13.0% | +142.0% | +127.6% |
| 3Y | +289.4% | +49.2% | +240.2% | +164.6% |
| 5Y | +395.7% | +47.2% | +348.4% | +239.3% |
| All | +563.1% | +177.2% | +385.9% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling