+29.9%
MCHP vs HPE
+113.0%
-83.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.7% | +2.4% | -1.5% |
| 7D | -5.4% | -17.0% | +11.6% | +0.1% |
| 30D | -7.5% | -26.7% | +19.2% | +1.3% |
| 3M | -6.0% | -4.1% | -1.9% | -6.8% |
| 6M | -20.1% | +75.4% | -95.5% | -34.2% |
| YTD | +20.2% | +111.0% | -90.8% | -7.5% |
| 1Y | +29.9% | +116.4% | -86.5% | -2.1% |
| All | +29.9% | +113.0% | -83.1% | -2.1% |
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