+261.0%
HPE vs MUB
+3.6%
+257.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.6% | +4.7% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -28.6% | +3.9% | -32.5% | -30.3% |
| 3M | -7.4% | -0.2% | -7.1% | -7.1% |
| 6M | +63.7% | -0.4% | +64.0% | +64.3% |
| YTD | +111.7% | +0.5% | +111.2% | +111.6% |
| 1Y | +123.5% | +0.7% | +122.8% | +123.2% |
| 3Y | +238.7% | +11.1% | +227.6% | +219.1% |
| 5Y | +261.0% | +3.7% | +257.3% | +187.8% |
| All | +261.0% | +3.6% | +257.5% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling