+116.4%
HPE vs MULL
+444.9%
-328.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -13.8% | +8.1% | -3.9% |
| 7D | -17.0% | -35.9% | +18.9% | -12.4% |
| 30D | -26.7% | -47.3% | +20.6% | -21.2% |
| 3M | -4.1% | -30.6% | +26.4% | -0.6% |
| 6M | +75.4% | +13.7% | +61.7% | +70.7% |
| YTD | +111.0% | +272.1% | -161.1% | +80.4% |
| 1Y | +116.4% | +475.1% | -358.6% | +71.1% |
| All | +116.4% | +444.9% | -328.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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