+563.1%
HPE vs MTB
+173.8%
+389.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.3% |
| 7D | +19.4% | 0.0% | +19.4% | +19.4% |
| 30D | +5.6% | -4.8% | +10.4% | +8.6% |
| 3M | +33.1% | +6.0% | +27.1% | +28.4% |
| 6M | +192.5% | +19.6% | +172.8% | +163.9% |
| YTD | +160.9% | +21.5% | +139.4% | +133.3% |
| 1Y | +155.0% | +24.7% | +130.3% | +124.9% |
| 3Y | +289.4% | +108.6% | +180.8% | +158.7% |
| 5Y | +395.7% | +106.7% | +288.9% | +217.2% |
| All | +563.1% | +173.8% | +389.3% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling