+340.8%
HPE vs MKC
-33.9%
+374.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.2% |
| 7D | +1.4% | -2.8% | +4.2% | +1.5% |
| 30D | +1.5% | -3.4% | +4.9% | +1.6% |
| 3M | +21.7% | +3.8% | +18.0% | +21.3% |
| 6M | +164.2% | -17.9% | +182.1% | +169.6% |
| YTD | +132.1% | -23.6% | +155.7% | +138.6% |
| 1Y | +130.6% | -23.1% | +153.7% | +136.7% |
| 3Y | +244.1% | -31.5% | +275.6% | +257.2% |
| 5Y | +340.8% | -33.1% | +373.9% | +351.0% |
| All | +340.8% | -33.9% | +374.8% | +351.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling