+761.8%
HPE vs MTUM
+387.5%
+374.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.2% | +11.2% |
| 7D | +19.4% | +0.7% | +18.7% | +18.9% |
| 30D | +5.6% | -2.4% | +8.1% | +8.4% |
| 3M | +33.1% | -3.6% | +36.7% | +37.8% |
| 6M | +192.5% | +23.7% | +168.8% | +142.3% |
| YTD | +160.9% | +22.9% | +138.0% | +117.1% |
| 1Y | +155.0% | +21.8% | +133.2% | +114.6% |
| 3Y | +289.4% | +114.4% | +175.0% | +103.0% |
| 5Y | +395.7% | +79.6% | +316.1% | +197.0% |
| 10Y | +574.8% | +356.2% | +218.6% | +42.0% |
| All | +761.8% | +387.5% | +374.3% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling