+155.0%
HPE vs MXL
+366.1%
-211.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +7.5% | +4.9% | +11.4% |
| 7D | +19.4% | +18.9% | +0.5% | +16.9% |
| 30D | +5.6% | +0.3% | +5.3% | +5.3% |
| 3M | +33.1% | -8.0% | +41.1% | +32.3% |
| 6M | +192.5% | +341.2% | -148.8% | +100.0% |
| YTD | +160.9% | +327.8% | -166.9% | +78.9% |
| 1Y | +155.0% | +364.9% | -209.9% | +67.1% |
| All | +155.0% | +366.1% | -211.1% | +67.1% |
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