-3.9%
MCD vs HPE
+113.0%
-117.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.7% | +12.2% | +6.1% |
| 7D | +11.9% | -17.0% | +28.8% | +10.5% |
| 30D | +20.2% | -26.7% | +47.0% | +18.1% |
| 3M | +5.2% | -4.1% | +9.3% | +4.8% |
| 6M | 0.0% | +75.4% | -75.4% | +1.8% |
| YTD | -6.5% | +111.0% | -117.5% | -5.4% |
| 1Y | -3.9% | +116.4% | -120.4% | -2.9% |
| All | -3.9% | +113.0% | -117.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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