+284.7%
MCHP vs HPE
+631.3%
-346.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -3.2% |
| 7D | +0.3% | +13.6% | -13.3% | -6.7% |
| 30D | -9.8% | +7.7% | -17.5% | -14.2% |
| 3M | -19.7% | +22.4% | -42.1% | -28.8% |
| 6M | +13.6% | +172.6% | -159.0% | -37.2% |
| YTD | +16.5% | +147.5% | -131.0% | -32.7% |
| 1Y | +15.7% | +151.8% | -136.1% | -34.3% |
| 3Y | 0.0% | +267.1% | -267.1% | -56.3% |
| 5Y | +4.4% | +362.8% | -358.3% | -60.0% |
| 10Y | +201.4% | +540.2% | -338.8% | -3.5% |
| All | +284.7% | +631.3% | -346.6% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling