+211.3%
MCD vs HPE
+381.7%
-170.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +1.1% |
| 7D | +5.9% | -7.1% | +13.1% | +6.6% |
| 30D | +19.6% | -35.3% | +54.9% | +25.4% |
| 3M | +3.3% | -10.4% | +13.7% | +3.2% |
| 6M | +3.5% | +52.5% | -49.0% | -5.9% |
| YTD | -6.1% | +100.3% | -106.4% | -18.9% |
| 1Y | -3.7% | +106.4% | -110.0% | -17.3% |
| 3Y | +13.4% | +227.4% | -214.0% | -15.7% |
| 5Y | +25.2% | +250.6% | -225.4% | -10.9% |
| 10Y | +211.3% | +365.4% | -154.1% | +87.1% |
| All | +211.3% | +381.7% | -170.5% | +87.1% |
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