-2.8%
MCHP vs HPE
+242.3%
-245.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.3% | +1.0% |
| 7D | -2.1% | +1.4% | -3.5% | -3.2% |
| 30D | -11.1% | +1.5% | -12.7% | -12.7% |
| 3M | -18.1% | +21.7% | -39.8% | -26.5% |
| 6M | +10.8% | +164.2% | -153.4% | -35.6% |
| YTD | +14.2% | +132.1% | -117.8% | -29.3% |
| 1Y | +13.5% | +130.6% | -117.2% | -30.1% |
| All | -2.8% | +242.3% | -245.2% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling