+159.3%
HPE vs MKC
-17.5%
+176.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.3% | +8.1% | +7.6% |
| 7D | +10.1% | -4.3% | +14.5% | +7.9% |
| 30D | +5.3% | -2.0% | +7.3% | +4.4% |
| 3M | +12.7% | +10.0% | +2.7% | +18.3% |
| All | +159.3% | -17.5% | +176.9% | +149.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling