+343.8%
HPE vs MUB
+2.2%
+341.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.8% | +7.8% |
| 7D | +10.1% | -0.3% | +10.4% | +10.3% |
| 30D | +5.3% | -1.5% | +6.8% | +6.3% |
| 3M | +12.7% | -1.9% | +14.6% | +14.0% |
| 6M | +167.7% | -1.7% | +169.4% | +170.5% |
| YTD | +135.5% | -0.8% | +136.2% | +137.0% |
| 1Y | +143.4% | +1.5% | +141.9% | +142.2% |
| 3Y | +249.2% | +8.8% | +240.4% | +233.8% |
| 5Y | +343.8% | +2.0% | +341.8% | +239.5% |
| All | +343.8% | +2.2% | +341.6% | +239.5% |
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