+571.9%
HPE vs MUB
+24.6%
+547.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | +7.9% | -1.3% | +9.1% | +8.5% |
| 30D | -23.5% | +2.2% | -25.7% | -24.4% |
| 3M | -19.1% | -1.6% | -17.4% | -18.4% |
| 6M | +51.4% | -1.3% | +52.7% | +52.4% |
| YTD | +103.4% | -0.7% | +104.1% | +104.2% |
| 1Y | +114.4% | -0.2% | +114.6% | +114.8% |
| 3Y | +224.7% | +9.6% | +215.0% | +209.9% |
| 5Y | +277.8% | +2.6% | +275.2% | +270.2% |
| 10Y | +371.1% | +21.5% | +349.6% | +493.3% |
| All | +571.9% | +24.6% | +547.3% | +1,106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling