+21.6%
MCD vs HPE
+288.9%
-267.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.0% | -2.3% | -3.7% | -6.0% |
| 3M | -5.6% | -2.9% | -2.7% | -5.5% |
| 6M | -21.9% | +143.6% | -165.4% | -25.0% |
| YTD | -14.7% | +118.5% | -133.2% | -17.8% |
| 1Y | -17.3% | +129.2% | -146.5% | -20.6% |
| 3Y | -2.2% | +212.5% | -214.7% | -10.4% |
| All | +21.6% | +288.9% | -267.3% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling