+717.5%
HPE vs MTCH
+121.3%
+596.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | +13.6% | -2.4% | +16.0% | +14.1% |
| 30D | +7.7% | +12.8% | -5.1% | +5.1% |
| 3M | +22.4% | +20.0% | +2.4% | +17.6% |
| 6M | +172.6% | +34.7% | +137.9% | +155.6% |
| YTD | +147.5% | +30.6% | +117.0% | +133.4% |
| 1Y | +151.8% | +10.9% | +140.8% | +144.7% |
| 3Y | +267.1% | -2.0% | +269.1% | +256.6% |
| 5Y | +362.8% | -72.6% | +435.4% | +437.4% |
| 10Y | +540.2% | +197.9% | +342.3% | +341.5% |
| All | +717.5% | +121.3% | +596.2% | +544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling