+677.7%
HPE vs MDY
+202.6%
+475.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.5% |
| 7D | +10.1% | +1.0% | +9.1% | +8.9% |
| 30D | +5.3% | -3.1% | +8.4% | +9.2% |
| 3M | +12.7% | +1.8% | +10.8% | +10.9% |
| 6M | +167.7% | +10.8% | +156.9% | +141.8% |
| YTD | +135.5% | +14.4% | +121.0% | +105.9% |
| 1Y | +143.4% | +15.2% | +128.2% | +111.9% |
| 3Y | +249.2% | +51.2% | +198.0% | +131.2% |
| 5Y | +343.8% | +47.2% | +296.6% | +200.0% |
| 10Y | +495.9% | +171.1% | +324.8% | +99.7% |
| All | +677.7% | +202.6% | +475.1% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling