-16.1%
MCD vs HPE
+142.4%
-158.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | +0.4% |
| 7D | -2.0% | +10.1% | -12.2% | -1.5% |
| 30D | -6.1% | +5.3% | -11.4% | -5.8% |
| 3M | -7.3% | +12.7% | -19.9% | -6.2% |
| 6M | -20.9% | +167.7% | -188.6% | -17.7% |
| YTD | -14.7% | +135.5% | -150.1% | -12.0% |
| 1Y | -16.1% | +143.4% | -159.5% | -12.7% |
| All | -16.1% | +142.4% | -158.5% | -12.7% |
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