-3.5%
MCD vs HPE
+100.7%
-104.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +2.2% |
| 7D | +5.9% | -7.1% | +13.1% | +5.4% |
| 30D | +19.6% | -35.3% | +54.9% | +16.5% |
| 3M | +3.3% | -10.4% | +13.7% | +2.5% |
| 6M | +3.5% | +52.5% | -49.0% | +5.0% |
| YTD | -6.1% | +100.3% | -106.4% | -5.1% |
| All | -3.5% | +100.7% | -104.2% | -2.4% |
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