+181.3%
MCD vs HPE
+533.2%
-351.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.6% |
| 7D | -2.9% | +13.6% | -16.5% | -4.6% |
| 30D | -6.7% | +7.7% | -14.5% | -7.9% |
| 3M | -9.6% | +22.4% | -31.9% | -12.6% |
| 6M | -22.3% | +172.6% | -194.9% | -34.7% |
| YTD | -15.4% | +147.5% | -163.0% | -28.0% |
| 1Y | -16.8% | +151.8% | -168.6% | -29.8% |
| 3Y | -2.4% | +267.1% | -269.5% | -26.8% |
| 5Y | +19.4% | +362.8% | -343.4% | -18.0% |
| 10Y | +181.3% | +540.2% | -358.9% | +61.9% |
| All | +181.3% | +533.2% | -351.9% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling