+3.9%
MCD vs HPE
+53.3%
-49.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +2.3% |
| 7D | +5.9% | -7.1% | +13.1% | +5.3% |
| 30D | +19.6% | -35.3% | +54.9% | +16.0% |
| 3M | +3.3% | -10.4% | +13.7% | +2.3% |
| All | +3.9% | +53.3% | -49.3% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling