+25.2%
MCD vs HPE
+253.5%
-228.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +1.8% |
| 7D | +5.9% | -7.1% | +13.1% | +5.9% |
| 30D | +19.6% | -35.3% | +54.9% | +20.1% |
| 3M | +3.3% | -10.4% | +13.7% | +2.9% |
| 6M | +3.5% | +52.5% | -49.0% | +0.9% |
| YTD | -6.1% | +100.3% | -106.4% | -9.8% |
| 1Y | -3.7% | +106.4% | -110.0% | -7.7% |
| 3Y | +13.4% | +227.4% | -214.0% | +0.8% |
| 5Y | +25.2% | +250.6% | -225.4% | +7.8% |
| All | +25.2% | +253.5% | -228.4% | +7.8% |
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