+370.2%
HPE vs MTB
+100.2%
+270.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.6% | +1.1% | +12.6% | +13.0% |
| 30D | +7.7% | -4.6% | +12.3% | +10.6% |
| 3M | +22.4% | +6.3% | +16.1% | +17.9% |
| 6M | +172.6% | +15.6% | +157.0% | +150.5% |
| YTD | +147.5% | +20.6% | +127.0% | +122.1% |
| 1Y | +151.8% | +22.5% | +129.3% | +124.0% |
| 3Y | +267.1% | +114.4% | +152.6% | +146.9% |
| All | +370.2% | +100.2% | +270.0% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling