+677.7%
HPE vs MKC
+55.2%
+622.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.3% | +8.1% | +7.8% |
| 7D | +10.1% | -4.3% | +14.5% | +11.0% |
| 30D | +5.3% | -2.0% | +7.3% | +5.5% |
| 3M | +12.7% | +10.0% | +2.7% | +9.7% |
| 6M | +167.7% | -18.5% | +186.2% | +178.4% |
| YTD | +135.5% | -22.4% | +157.9% | +147.2% |
| 1Y | +143.4% | -23.6% | +167.0% | +155.6% |
| 3Y | +249.2% | -30.4% | +279.6% | +269.9% |
| 5Y | +343.8% | -34.2% | +378.0% | +371.2% |
| 10Y | +495.9% | +26.8% | +469.0% | +403.1% |
| All | +677.7% | +55.2% | +622.5% | +477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling