+621.7%
HPE vs MUB
+24.4%
+597.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | -0.9% | +0.3% | -0.1% |
| 30D | -2.3% | -1.4% | -0.9% | -1.5% |
| 3M | -2.9% | -2.2% | -0.7% | -1.7% |
| 6M | +143.6% | -1.9% | +145.4% | +146.1% |
| YTD | +118.5% | -0.8% | +119.3% | +119.6% |
| 1Y | +129.2% | +2.7% | +126.5% | +126.4% |
| 3Y | +212.5% | +8.6% | +203.9% | +199.8% |
| 5Y | +286.9% | +2.0% | +284.9% | +280.2% |
| 10Y | +432.3% | +17.9% | +414.4% | +485.1% |
| All | +621.7% | +24.4% | +597.3% | +1,197.4% |
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