+340.8%
HPE vs MDY
+43.9%
+296.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.2% |
| 7D | +1.4% | -2.5% | +4.0% | +4.4% |
| 30D | +1.5% | -5.0% | +6.6% | +7.9% |
| 3M | +21.7% | +0.5% | +21.3% | +21.6% |
| 6M | +164.2% | +8.0% | +156.2% | +145.1% |
| YTD | +132.1% | +12.2% | +119.9% | +107.3% |
| 1Y | +130.6% | +14.0% | +116.7% | +103.1% |
| 3Y | +244.1% | +48.2% | +196.0% | +136.4% |
| 5Y | +340.8% | +46.1% | +294.8% | +202.8% |
| All | +340.8% | +43.9% | +296.9% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling