+396.0%
HPE vs MTUM
+78.7%
+317.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.2% | +11.1% |
| 7D | +19.4% | +0.7% | +18.7% | +18.9% |
| 30D | +5.6% | -2.4% | +8.1% | +8.6% |
| 3M | +33.1% | -3.6% | +36.7% | +38.0% |
| 6M | +192.5% | +23.7% | +168.8% | +137.4% |
| YTD | +160.9% | +22.9% | +138.0% | +112.6% |
| 1Y | +155.0% | +21.8% | +133.2% | +110.3% |
| 3Y | +289.4% | +114.4% | +175.0% | +94.5% |
| All | +396.0% | +78.7% | +317.4% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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