+116.4%
HPE vs MXL
+276.5%
-160.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -11.1% | +5.5% | -3.8% |
| 7D | -17.0% | -24.3% | +7.4% | -13.1% |
| 30D | -26.7% | -46.1% | +19.4% | -19.7% |
| 3M | -4.1% | -21.8% | +17.7% | -0.7% |
| 6M | +75.4% | -27.2% | +102.6% | +80.4% |
| YTD | +111.0% | +226.2% | -115.1% | +47.3% |
| 1Y | +116.4% | +297.0% | -180.6% | +37.5% |
| All | +116.4% | +276.5% | -160.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling