+396.0%
HPE vs MTCH
-73.3%
+469.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.1% | +12.1% |
| 7D | +19.4% | +1.3% | +18.1% | +19.1% |
| 30D | +5.6% | +15.9% | -10.3% | +2.1% |
| 3M | +33.1% | +23.3% | +9.8% | +26.3% |
| 6M | +192.5% | +40.1% | +152.3% | +168.6% |
| YTD | +160.9% | +33.6% | +127.3% | +142.1% |
| 1Y | +155.0% | +14.1% | +140.9% | +144.7% |
| 3Y | +289.4% | +1.4% | +288.0% | +271.8% |
| All | +396.0% | -73.3% | +469.3% | +478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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