+155.0%
HPE vs MKC
-23.2%
+178.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.0% | +12.6% |
| 7D | +19.4% | -1.5% | +20.9% | +18.8% |
| 30D | +5.6% | -3.1% | +8.7% | +4.6% |
| 3M | +33.1% | +5.2% | +27.9% | +35.9% |
| 6M | +192.5% | -12.8% | +205.3% | +190.3% |
| YTD | +160.9% | -23.3% | +184.2% | +151.7% |
| 1Y | +155.0% | -24.1% | +179.1% | +151.1% |
| All | +155.0% | -23.2% | +178.1% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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