+677.7%
HPE vs MTB
+177.2%
+500.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +8.1% |
| 7D | +10.1% | +2.8% | +7.4% | +8.5% |
| 30D | +5.3% | -4.2% | +9.5% | +7.9% |
| 3M | +12.7% | +7.8% | +4.9% | +7.6% |
| 6M | +167.7% | +14.8% | +152.8% | +146.7% |
| YTD | +135.5% | +20.8% | +114.7% | +110.8% |
| 1Y | +143.4% | +23.1% | +120.3% | +115.8% |
| 3Y | +249.2% | +114.8% | +134.3% | +126.0% |
| 5Y | +343.8% | +103.3% | +240.6% | +183.4% |
| 10Y | +495.9% | +173.0% | +322.9% | +182.4% |
| All | +677.7% | +177.2% | +500.5% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling