+130.6%
HPE vs MUB
+0.3%
+130.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -5.1% |
| 7D | +1.4% | -1.2% | +2.7% | +3.1% |
| 30D | +1.5% | -2.8% | +4.3% | +5.7% |
| 3M | +21.7% | -3.1% | +24.8% | +26.9% |
| 6M | +164.2% | -2.9% | +167.0% | +171.2% |
| YTD | +132.1% | -2.0% | +134.1% | +148.0% |
| 1Y | +130.6% | 0.0% | +130.7% | +151.8% |
| All | +130.6% | +0.3% | +130.4% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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