+18.1%
MCHP vs HPE
+122.1%
-104.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +3.0% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -4.1% | -2.3% | -1.8% | -3.8% |
| 3M | -22.5% | -2.9% | -19.7% | -23.0% |
| 6M | +7.3% | +143.6% | -136.3% | -22.0% |
| YTD | +18.4% | +118.5% | -100.1% | -10.6% |
| 1Y | +18.1% | +129.2% | -111.1% | -9.6% |
| All | +18.1% | +122.1% | -104.0% | -9.6% |
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